+1.5%
CARR vs TENB
-34.6%
+36.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.1% |
| 7D | -3.8% | -12.1% | +8.3% | -2.5% |
| 30D | -8.9% | -18.6% | +9.7% | -7.1% |
| 3M | -17.3% | +12.1% | -29.4% | -18.8% |
| 6M | -1.4% | +46.8% | -48.2% | -6.8% |
| YTD | +10.0% | +28.0% | -18.0% | +6.7% |
| 1Y | -6.4% | -1.4% | -4.9% | -2.8% |
| 3Y | +1.5% | -33.9% | +35.5% | +13.5% |
| All | +1.5% | -34.6% | +36.1% | +13.5% |
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