+395.3%
CMI vs TENB
+1.3%
+394.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -12.3% | -8.3% | -4.0% | -11.6% |
| 3M | -16.8% | +26.2% | -42.9% | -20.1% |
| 6M | +1.5% | +60.2% | -58.7% | -6.4% |
| YTD | +9.8% | +43.1% | -33.3% | +2.5% |
| 1Y | +42.6% | +9.4% | +33.2% | +38.5% |
| 3Y | +151.0% | -23.9% | +174.8% | +153.5% |
| 5Y | +167.0% | -28.2% | +195.3% | +161.7% |
| All | +395.3% | +1.3% | +394.0% | +300.2% |
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