+784.9%
CRS vs TENB
-9.4%
+794.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +0.4% |
| 7D | -6.8% | -12.1% | +5.3% | -3.7% |
| 30D | -16.1% | -18.6% | +2.5% | -12.1% |
| 3M | -21.2% | +12.1% | -33.2% | -24.9% |
| 6M | +8.7% | +46.8% | -38.1% | -5.4% |
| YTD | +41.0% | +28.0% | +13.0% | +26.4% |
| 1Y | +82.7% | -1.4% | +84.1% | +76.3% |
| 3Y | +604.8% | -33.9% | +638.7% | +650.5% |
| 5Y | +1,384.7% | -34.6% | +1,419.3% | +1,385.9% |
| All | +784.9% | -9.4% | +794.3% | +530.1% |
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 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