+237.8%
CF vs TENB
+22.6%
+215.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +4.8% | -3.3% | +8.0% | +5.2% |
| 30D | +4.7% | +6.9% | -2.2% | +3.3% |
| 3M | +7.4% | +1.8% | +5.6% | +5.9% |
| 6M | +0.6% | +98.1% | -97.5% | -11.9% |
| YTD | +64.1% | +73.2% | -9.1% | +45.4% |
| 1Y | +51.4% | +50.7% | +0.7% | +37.4% |
| 3Y | +67.8% | +9.3% | +58.5% | +58.5% |
| 5Y | +114.1% | -25.1% | +139.3% | +105.5% |
| All | +237.8% | +22.6% | +215.2% | +132.9% |
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