+13.2%
CNH vs TENB
-26.8%
+40.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | +32.6% | -8.3% | +40.9% | +33.6% |
| 3M | +29.4% | +26.2% | +3.3% | +22.4% |
| 6M | +26.0% | +60.2% | -34.2% | +13.1% |
| YTD | +52.2% | +43.1% | +9.1% | +39.0% |
| 1Y | +23.9% | +9.4% | +14.5% | +20.1% |
| 3Y | +10.1% | -23.9% | +34.0% | +12.9% |
| 5Y | +13.2% | -28.2% | +41.4% | +11.5% |
| All | +13.2% | -26.8% | +40.0% | +11.5% |
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