+23.3%
CAVA vs TENB
-22.3%
+45.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.4% | -3.2% |
| 7D | -12.4% | -7.1% | -5.3% | -10.8% |
| 30D | -11.2% | -15.4% | +4.2% | -7.8% |
| 3M | -33.8% | +19.5% | -53.3% | -39.4% |
| 6M | -32.5% | +54.8% | -87.3% | -45.1% |
| YTD | -8.0% | +36.1% | -44.1% | -22.2% |
| 1Y | -17.1% | +7.0% | -24.1% | -22.0% |
| 3Y | +37.8% | -27.6% | +65.4% | +49.4% |
| All | +23.3% | -22.3% | +45.7% | +33.3% |
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