+39.6%
CMS vs TENB
+16.0%
+23.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.6% |
| 7D | -0.9% | -8.0% | +7.1% | -1.1% |
| 30D | +7.1% | +5.0% | +2.1% | +7.3% |
| 3M | -1.3% | +20.0% | -21.3% | -0.6% |
| 6M | -2.7% | +100.0% | -102.7% | -0.8% |
| YTD | +2.6% | +85.6% | -83.0% | +4.9% |
| 1Y | -2.0% | +57.8% | -59.8% | +0.3% |
| 3Y | +39.6% | +17.6% | +22.0% | +41.9% |
| All | +39.6% | +16.0% | +23.6% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling