+124.6%
CME vs TENB
+1.4%
+123.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.9% | -5.0% | +2.1% | -2.4% |
| 30D | +5.5% | -7.4% | +12.9% | +6.1% |
| 3M | +11.0% | +22.3% | -11.3% | +7.7% |
| 6M | -9.7% | +60.2% | -69.9% | -15.6% |
| YTD | +4.9% | +43.2% | -38.4% | -1.0% |
| 1Y | +10.1% | +8.2% | +1.9% | +7.4% |
| 3Y | +53.5% | -23.8% | +77.3% | +54.0% |
| 5Y | +77.2% | -26.9% | +104.0% | +72.0% |
| All | +124.6% | +1.4% | +123.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling