+525.5%
CDNS vs TENB
-9.4%
+534.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.5% | +3.7% |
| 7D | -1.1% | -12.1% | +10.9% | +3.3% |
| 30D | -10.4% | -18.6% | +8.2% | -4.3% |
| 3M | -24.6% | +12.1% | -36.7% | -30.0% |
| 6M | -1.6% | +46.8% | -48.4% | -18.5% |
| YTD | -7.4% | +28.0% | -35.4% | -19.5% |
| 1Y | -18.4% | -1.4% | -17.0% | -22.0% |
| 3Y | +19.0% | -33.9% | +52.9% | +28.2% |
| 5Y | +73.4% | -34.6% | +108.0% | +76.2% |
| All | +525.5% | -9.4% | +534.9% | +385.0% |
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