+220.7%
CF vs TENB
-27.0%
+247.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +6.0% | -9.1% | +15.1% | +6.6% |
| 30D | +14.8% | -4.9% | +19.7% | +15.0% |
| 3M | +14.1% | +16.9% | -2.9% | +11.7% |
| 6M | +28.5% | +68.0% | -39.4% | +21.3% |
| YTD | +74.9% | +45.6% | +29.4% | +66.9% |
| 1Y | +61.7% | +12.7% | +49.0% | +58.2% |
| 3Y | +80.3% | -24.4% | +104.7% | +81.7% |
| All | +220.7% | -27.0% | +247.7% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling