+67.1%
CFG vs TENB
-21.7%
+88.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.7% | +2.4% |
| 7D | +0.3% | -8.0% | +8.2% | +1.5% |
| 30D | +3.2% | +5.0% | -1.8% | +2.2% |
| 3M | -9.7% | +20.0% | -29.7% | -13.0% |
| 6M | +3.6% | +100.0% | -96.4% | -9.7% |
| YTD | +14.7% | +85.6% | -70.9% | +0.5% |
| 1Y | +29.6% | +57.8% | -28.3% | +17.2% |
| 3Y | +190.6% | +17.6% | +172.9% | +176.1% |
| 5Y | +67.1% | -21.7% | +88.8% | +69.4% |
| All | +67.1% | -21.7% | +88.8% | +69.4% |
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