+35.3%
CMS vs TENB
-21.7%
+57.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.5% |
| 7D | -0.9% | -8.0% | +7.1% | -0.8% |
| 30D | +7.1% | +5.0% | +2.1% | +7.0% |
| 3M | -1.3% | +20.0% | -21.3% | -1.6% |
| 6M | -2.7% | +100.0% | -102.7% | -4.3% |
| YTD | +2.6% | +85.6% | -83.0% | +1.1% |
| 1Y | -2.0% | +57.8% | -59.8% | -2.8% |
| 3Y | +39.6% | +17.6% | +22.0% | +39.1% |
| 5Y | +35.3% | -21.7% | +57.1% | +33.2% |
| All | +35.3% | -21.7% | +57.0% | +33.2% |
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 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