+41.9%
CI vs TENB
-28.0%
+69.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | -1.8% | -7.4% | +5.6% | -1.7% |
| 3M | -4.2% | +22.3% | -26.5% | -5.3% |
| 6M | +2.7% | +60.2% | -57.5% | -0.1% |
| YTD | +1.9% | +43.2% | -41.3% | -0.4% |
| 1Y | -6.3% | +8.2% | -14.4% | -7.1% |
| 3Y | +3.9% | -23.8% | +27.6% | +4.2% |
| 5Y | +41.9% | -26.9% | +68.7% | +35.6% |
| All | +41.9% | -28.0% | +69.9% | +35.6% |
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