-42.1%
CAG vs TENB
+1.3%
-43.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -6.6% | -1.7% | -4.9% | -6.6% |
| 30D | +2.3% | -8.3% | +10.6% | +2.5% |
| 3M | +16.3% | +26.2% | -9.8% | +15.1% |
| 6M | -16.0% | +60.2% | -76.2% | -17.7% |
| YTD | -7.7% | +43.1% | -50.8% | -9.2% |
| 1Y | -16.0% | +9.4% | -25.4% | -16.5% |
| 3Y | -37.7% | -23.9% | -13.8% | -37.5% |
| 5Y | -41.2% | -28.2% | -13.0% | -41.7% |
| All | -42.1% | +1.3% | -43.4% | -48.1% |
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