+29.5%
CL vs TENB
-25.3%
+54.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.2% | -9.1% | +6.9% | -2.3% |
| 30D | -4.8% | -4.9% | 0.0% | -4.8% |
| 3M | +4.9% | +16.9% | -12.0% | +5.3% |
| 6M | -5.7% | +68.0% | -73.7% | -4.5% |
| YTD | +14.4% | +45.6% | -31.2% | +15.8% |
| 1Y | +8.7% | +12.7% | -4.0% | +10.4% |
| All | +29.5% | -25.3% | +54.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling