-70.0%
CPNG vs TENB
-19.2%
-50.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.6% | -1.7% | -5.9% | -7.1% |
| 30D | -8.8% | -8.3% | -0.6% | -7.0% |
| 3M | -7.2% | +26.2% | -33.4% | -16.4% |
| 6M | -21.5% | +60.2% | -81.7% | -36.4% |
| YTD | -37.4% | +43.1% | -80.5% | -47.6% |
| 1Y | -54.3% | +9.4% | -63.7% | -57.6% |
| 3Y | -20.3% | -23.9% | +3.6% | -18.9% |
| 5Y | -51.2% | -28.2% | -23.0% | -49.8% |
| All | -70.0% | -19.2% | -50.8% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling