-37.7%
CPB vs TENB
-26.8%
-10.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -8.0% | -1.7% | -6.3% | -8.0% |
| 30D | -2.4% | -8.3% | +5.8% | -2.4% |
| 3M | +0.5% | +26.2% | -25.6% | +0.6% |
| 6M | -10.5% | +60.2% | -70.6% | -10.2% |
| YTD | -17.5% | +43.1% | -60.6% | -17.3% |
| 1Y | -31.0% | +9.4% | -40.4% | -31.0% |
| 3Y | -40.6% | -23.9% | -16.8% | -41.0% |
| 5Y | -37.7% | -28.2% | -9.5% | -38.9% |
| All | -37.7% | -26.8% | -10.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling