+37.5%
CNH vs TENB
+22.6%
+14.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.0% | -3.3% | +6.3% | +3.8% |
| 30D | -0.6% | +6.9% | -7.5% | -2.2% |
| 3M | +14.6% | +1.8% | +12.8% | +12.7% |
| 6M | +11.8% | +98.1% | -86.3% | -6.2% |
| YTD | +30.4% | +73.2% | -42.8% | +11.1% |
| 1Y | +19.1% | +50.7% | -31.6% | +4.9% |
| 3Y | +30.2% | +9.3% | +20.8% | +21.9% |
| 5Y | -17.8% | -25.1% | +7.3% | -20.6% |
| All | +37.5% | +22.6% | +14.8% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling