-44.1%
CAG vs TENB
-9.4%
-34.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.5% |
| 7D | -5.7% | -12.1% | +6.4% | -5.3% |
| 30D | -2.4% | -18.6% | +16.2% | -1.9% |
| 3M | +9.8% | +12.1% | -2.3% | +9.0% |
| 6M | -10.8% | +46.8% | -57.6% | -12.4% |
| YTD | -10.8% | +28.0% | -38.8% | -12.0% |
| 1Y | -19.0% | -1.4% | -17.5% | -19.2% |
| 3Y | -39.7% | -33.9% | -5.7% | -39.2% |
| 5Y | -43.0% | -34.6% | -8.4% | -43.4% |
| All | -44.1% | -9.4% | -34.7% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling