+225.5%
CVE vs TENB
+29.2%
+196.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.2% |
| 7D | +0.1% | -9.3% | +9.4% | +1.9% |
| 30D | -10.8% | +5.3% | -16.1% | -12.1% |
| 3M | -4.3% | +13.5% | -17.8% | -8.0% |
| 6M | -1.5% | +101.5% | -102.9% | -17.7% |
| YTD | +70.7% | +82.4% | -11.7% | +43.7% |
| 1Y | +58.1% | +53.0% | +5.1% | +38.6% |
| 3Y | +69.8% | +14.8% | +55.1% | +56.4% |
| 5Y | +148.9% | -21.2% | +170.1% | +134.5% |
| All | +225.5% | +29.2% | +196.4% | +115.1% |
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