+224.3%
CTVA vs TENB
+14.2%
+210.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -2.1% | -5.0% | +2.9% | -1.4% |
| 30D | +12.0% | -7.4% | +19.4% | +12.9% |
| 3M | +13.5% | +22.3% | -8.8% | +8.5% |
| 6M | +12.1% | +60.2% | -48.1% | +1.4% |
| YTD | +29.0% | +43.2% | -14.2% | +18.4% |
| 1Y | +18.9% | +8.2% | +10.7% | +14.9% |
| 3Y | +78.9% | -23.8% | +102.7% | +81.1% |
| 5Y | +105.2% | -26.9% | +132.1% | +96.6% |
| All | +224.3% | +14.2% | +210.1% | +116.4% |
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