-25.8%
CSGP vs TENB
+32.9%
-58.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | +0.3% |
| 7D | +13.9% | -14.7% | +28.6% | +18.8% |
| 30D | +16.0% | +11.9% | +4.1% | +11.2% |
| 3M | +6.1% | +22.7% | -16.6% | -2.2% |
| 6M | -8.2% | +110.1% | -118.3% | -30.2% |
| YTD | -52.3% | +87.7% | -140.0% | -62.9% |
| 1Y | -54.5% | +59.7% | -114.2% | -62.7% |
| 3Y | -58.6% | +19.0% | -77.6% | -63.5% |
| 5Y | -61.5% | -20.7% | -40.8% | -63.9% |
| All | -25.8% | +32.9% | -58.7% | -49.1% |
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