-20.1%
CTSH vs TENB
+1.3%
-21.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -8.2% | -1.7% | -6.5% | -7.8% |
| 30D | +0.4% | -8.3% | +8.7% | +2.1% |
| 3M | +10.6% | +26.2% | -15.6% | +2.8% |
| 6M | -8.8% | +60.2% | -69.0% | -20.8% |
| YTD | -28.6% | +43.1% | -71.7% | -36.4% |
| 1Y | -15.9% | +9.4% | -25.3% | -20.4% |
| 3Y | -13.9% | -23.9% | +10.0% | -13.0% |
| 5Y | -17.1% | -28.2% | +11.1% | -19.3% |
| All | -20.1% | +1.3% | -21.4% | -39.1% |
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