-20.0%
CPNG vs TENB
-34.6%
+14.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +3.9% |
| 7D | -1.1% | -12.1% | +11.0% | +0.7% |
| 30D | -7.4% | -18.6% | +11.3% | -4.9% |
| 3M | -12.3% | +12.1% | -24.4% | -14.5% |
| 6M | -19.4% | +46.8% | -66.3% | -25.2% |
| YTD | -35.9% | +28.0% | -63.9% | -39.3% |
| 1Y | -53.4% | -1.4% | -52.0% | -53.8% |
| 3Y | -20.0% | -33.9% | +13.9% | -16.9% |
| All | -20.0% | -34.6% | +14.6% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling