+56.7%
CNH vs TENB
-9.4%
+66.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.8% |
| 7D | -5.7% | -12.1% | +6.4% | -3.3% |
| 30D | +26.6% | -18.6% | +45.2% | +30.8% |
| 3M | +31.1% | +12.1% | +19.0% | +25.4% |
| 6M | +24.9% | +46.8% | -21.9% | +11.1% |
| YTD | +48.7% | +28.0% | +20.7% | +35.6% |
| 1Y | +22.2% | -1.4% | +23.6% | +18.5% |
| 3Y | +7.4% | -33.9% | +41.4% | +12.0% |
| 5Y | +10.8% | -34.6% | +45.5% | +9.6% |
| All | +56.7% | -9.4% | +66.2% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling