+50.0%
CI vs TENB
-21.7%
+71.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | +0.1% | -8.0% | +8.1% | +0.4% |
| 30D | +4.7% | +5.0% | -0.3% | +4.5% |
| 3M | +5.2% | +20.0% | -14.8% | +4.5% |
| 6M | +3.8% | +100.0% | -96.3% | +0.7% |
| YTD | +9.2% | +85.6% | -76.4% | +6.0% |
| 1Y | +14.3% | +57.8% | -43.6% | +11.7% |
| 3Y | +8.4% | +17.6% | -9.2% | +7.0% |
| 5Y | +50.0% | -21.7% | +71.8% | +50.6% |
| All | +50.0% | -21.7% | +71.7% | +50.6% |
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