+144.6%
CFG vs TENB
+1.3%
+143.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | -4.5% | -8.3% | +3.7% | -3.3% |
| 3M | +6.3% | +26.2% | -19.8% | -0.7% |
| 6M | +20.6% | +60.2% | -39.6% | +5.2% |
| YTD | +21.2% | +43.1% | -21.9% | +8.0% |
| 1Y | +38.2% | +9.4% | +28.8% | +31.3% |
| 3Y | +185.9% | -23.9% | +209.8% | +189.9% |
| 5Y | +97.0% | -28.2% | +125.2% | +90.0% |
| All | +144.6% | +1.3% | +143.3% | +68.0% |
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