+101.5%
CFG vs TENB
-28.0%
+129.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +2.7% | -5.0% | +7.7% | +3.5% |
| 30D | -3.7% | -7.4% | +3.7% | -2.9% |
| 3M | +9.5% | +22.3% | -12.8% | +4.5% |
| 6M | +22.2% | +60.2% | -37.9% | +10.1% |
| YTD | +22.3% | +43.2% | -20.9% | +12.0% |
| 1Y | +39.4% | +8.2% | +31.3% | +35.0% |
| 3Y | +188.5% | -23.8% | +212.3% | +192.6% |
| 5Y | +101.5% | -26.9% | +128.4% | +94.9% |
| All | +101.5% | -28.0% | +129.6% | +94.9% |
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 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