+149.5%
CFG vs TENB
+3.0%
+146.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | -9.1% | +10.6% | +3.5% |
| 30D | -3.8% | -4.9% | +1.0% | -3.3% |
| 3M | +11.5% | +16.9% | -5.4% | +5.9% |
| 6M | +19.2% | +68.0% | -48.8% | +2.8% |
| YTD | +23.7% | +45.6% | -21.9% | +9.8% |
| 1Y | +38.8% | +12.7% | +26.1% | +30.9% |
| 3Y | +178.9% | -24.4% | +203.3% | +183.3% |
| 5Y | +101.8% | -26.7% | +128.5% | +93.7% |
| All | +149.5% | +3.0% | +146.5% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling