+9.3%
CME vs TENB
+11.6%
-2.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.6% | -9.1% | +7.5% | -1.8% |
| 30D | +6.2% | -4.9% | +11.1% | +6.2% |
| 3M | +10.4% | +16.9% | -6.5% | +11.5% |
| 6M | -9.5% | +68.0% | -77.5% | -10.2% |
| YTD | +6.0% | +45.6% | -39.5% | +4.8% |
| 1Y | +9.3% | +12.7% | -3.5% | +9.1% |
| All | +9.3% | +11.6% | -2.3% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling