+11.2%
CTVA vs TENB
+52.4%
-41.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.7% |
| 7D | -4.7% | -7.1% | +2.5% | -5.2% |
| 30D | +11.1% | -15.4% | +26.4% | +9.7% |
| 3M | +13.7% | +19.5% | -5.8% | +16.6% |
| 6M | +11.2% | +54.8% | -43.6% | +19.1% |
| All | +11.2% | +52.4% | -41.2% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling