+9.5%
CME vs TENB
+4.2%
+5.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | -0.3% |
| 7D | -2.4% | -7.1% | +4.8% | -2.5% |
| 30D | +6.2% | -15.4% | +21.5% | +5.8% |
| 3M | +4.4% | +19.5% | -15.1% | +5.4% |
| 6M | -9.6% | +54.8% | -64.5% | -10.6% |
| YTD | +3.8% | +36.1% | -32.3% | +2.5% |
| 1Y | +9.5% | +7.0% | +2.6% | +10.1% |
| All | +9.5% | +4.2% | +5.4% | +10.1% |
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