+123.4%
CME vs TENB
-9.4%
+132.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.2% |
| 7D | -1.6% | -12.1% | +10.5% | -0.3% |
| 30D | +5.6% | -18.6% | +24.2% | +7.6% |
| 3M | +5.6% | +12.1% | -6.5% | +3.4% |
| 6M | -8.3% | +46.8% | -55.1% | -13.5% |
| YTD | +4.3% | +28.0% | -23.6% | -0.4% |
| 1Y | +9.1% | -1.4% | +10.5% | +7.4% |
| 3Y | +52.1% | -33.9% | +86.0% | +55.0% |
| 5Y | +79.7% | -34.6% | +114.3% | +76.4% |
| All | +123.4% | -9.4% | +132.9% | +77.5% |
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