+58.9%
CL vs TENB
-3.6%
+62.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.1% |
| 7D | -2.4% | -7.1% | +4.7% | -2.1% |
| 30D | -4.8% | -15.4% | +10.6% | -4.0% |
| 3M | -1.7% | +19.5% | -21.2% | -3.1% |
| 6M | -3.8% | +54.8% | -58.6% | -6.9% |
| YTD | +13.3% | +36.1% | -22.9% | +10.4% |
| 1Y | +8.3% | +7.0% | +1.3% | +7.2% |
| 3Y | +28.8% | -27.6% | +56.4% | +29.8% |
| 5Y | +28.5% | -30.5% | +59.0% | +26.7% |
| All | +58.9% | -3.6% | +62.6% | +37.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling