+401.9%
CAT vs TENB
+23.5%
+378.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.2% |
| 7D | +9.3% | -7.0% | +16.4% | +10.4% |
| 30D | -21.5% | -0.6% | -20.9% | -21.7% |
| 3M | -29.1% | +10.9% | -40.0% | -30.8% |
| 6M | -33.4% | +95.4% | -128.7% | -40.9% |
| YTD | +6.6% | +74.5% | -67.9% | -4.8% |
| 1Y | +6.5% | +49.2% | -42.7% | -2.2% |
| 3Y | +162.7% | +9.7% | +152.9% | +152.0% |
| 5Y | +214.2% | -24.6% | +238.8% | +206.6% |
| All | +401.9% | +23.5% | +378.4% | +284.7% |
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