-2.4%
CARR vs TENB
+52.4%
-54.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.4% |
| 7D | -4.1% | -7.1% | +3.0% | -4.4% |
| 30D | -11.0% | -15.4% | +4.4% | -11.6% |
| 3M | -16.4% | +19.5% | -35.9% | -10.7% |
| 6M | -2.4% | +54.8% | -57.2% | +15.5% |
| All | -2.4% | +52.4% | -54.7% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling