-2.0%
CMS vs TENB
+4.2%
-6.2%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.9% |
| 7D | -1.3% | -7.1% | +5.8% | -1.7% |
| 30D | -2.8% | -15.4% | +12.6% | -3.4% |
| 3M | -7.1% | +19.5% | -26.6% | -6.1% |
| 6M | -10.0% | +54.8% | -64.8% | -7.3% |
| YTD | -0.9% | +36.1% | -37.1% | +2.0% |
| 1Y | -2.0% | +7.0% | -9.0% | +1.8% |
| All | -2.0% | +4.2% | -6.2% | +1.8% |
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