-57.1%
CCL vs TENB
-9.4%
-47.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +3.3% |
| 7D | -3.2% | -12.1% | +8.9% | +0.9% |
| 30D | -17.8% | -18.6% | +0.8% | -12.6% |
| 3M | -18.7% | +12.1% | -30.7% | -24.3% |
| 6M | -11.4% | +46.8% | -58.2% | -27.0% |
| YTD | -24.3% | +28.0% | -52.3% | -35.0% |
| 1Y | -28.8% | -1.4% | -27.4% | -32.5% |
| 3Y | +49.3% | -33.9% | +83.3% | +60.6% |
| 5Y | +1.6% | -34.6% | +36.2% | +4.3% |
| All | -57.1% | -9.4% | -47.7% | -69.8% |
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