-11.3%
CTSH vs TENB
-24.7%
+13.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.4% |
| 7D | -5.5% | -5.0% | -0.5% | -4.3% |
| 30D | +4.5% | -7.4% | +11.9% | +6.1% |
| 3M | +13.7% | +22.3% | -8.5% | +5.1% |
| 6M | -8.4% | +60.2% | -68.6% | -23.1% |
| YTD | -26.5% | +43.2% | -69.7% | -36.5% |
| 1Y | -13.9% | +8.2% | -22.1% | -19.7% |
| 3Y | -11.3% | -23.8% | +12.5% | -13.5% |
| All | -11.3% | -24.7% | +13.4% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling