+5.9%
TENB vs CPAY
+81.2%
-75.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -7.1% | -2.7% | -4.5% | -5.8% |
| 30D | -15.4% | +0.6% | -15.9% | -15.6% |
| 3M | +19.5% | +17.0% | +2.5% | +9.7% |
| 6M | +54.8% | +24.1% | +30.7% | +37.1% |
| YTD | +36.1% | +35.7% | +0.4% | +14.0% |
| 1Y | +7.0% | +34.0% | -27.0% | -10.3% |
| 3Y | -27.6% | +50.3% | -77.8% | -45.2% |
| 5Y | -30.5% | +56.7% | -87.1% | -49.7% |
| All | +5.9% | +81.2% | -75.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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