+303.2%
CMG vs TENB
+1.3%
+301.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | +12.1% | -8.3% | +20.4% | +13.6% |
| 3M | +20.6% | +26.2% | -5.6% | +12.0% |
| 6M | +2.1% | +60.2% | -58.1% | -11.9% |
| YTD | -2.6% | +43.1% | -45.7% | -14.2% |
| 1Y | -8.7% | +9.4% | -18.0% | -13.8% |
| 3Y | -7.4% | -23.9% | +16.5% | -6.4% |
| 5Y | -5.7% | -28.2% | +22.6% | -8.3% |
| All | +303.2% | +1.3% | +301.9% | +205.5% |
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 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