+24.1%
CMS vs TENB
-28.0%
+52.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.2% | -5.0% | +6.2% | +1.3% |
| 30D | -3.2% | -7.4% | +4.2% | -3.1% |
| 3M | -2.2% | +22.3% | -24.5% | -2.8% |
| 6M | -9.4% | +60.2% | -69.6% | -10.6% |
| YTD | +0.7% | +43.2% | -42.5% | -0.3% |
| 1Y | +0.4% | +8.2% | -7.8% | +0.4% |
| 3Y | +35.2% | -23.8% | +59.0% | +36.2% |
| 5Y | +24.1% | -26.9% | +51.0% | +22.3% |
| All | +24.1% | -28.0% | +52.2% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling