+78.4%
CL vs TENB
+26.2%
+52.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | +2.6% | -10.8% | +13.4% | +3.1% |
| 30D | +11.8% | +0.9% | +10.9% | +11.5% |
| 3M | +5.9% | +14.3% | -8.4% | +4.8% |
| 6M | +13.3% | +92.2% | -78.9% | +8.4% |
| YTD | +27.1% | +78.3% | -51.2% | +21.8% |
| 1Y | +28.0% | +49.5% | -21.5% | +24.1% |
| 3Y | +39.4% | +12.2% | +27.2% | +36.6% |
| 5Y | +40.8% | -22.4% | +63.1% | +38.9% |
| All | +78.4% | +26.2% | +52.1% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling