+35.2%
CMS vs TENB
-24.7%
+59.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | +1.2% | -5.0% | +6.2% | +1.1% |
| 30D | -3.2% | -7.4% | +4.2% | -3.3% |
| 3M | -2.2% | +22.3% | -24.5% | -1.6% |
| 6M | -9.4% | +60.2% | -69.6% | -8.1% |
| YTD | +0.7% | +43.2% | -42.5% | +2.2% |
| 1Y | +0.4% | +8.2% | -7.8% | +1.7% |
| 3Y | +35.2% | -23.8% | +59.0% | +35.7% |
| All | +35.2% | -24.7% | +59.9% | +35.7% |
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