+216.1%
CVE vs TENB
+31.4%
+184.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.2% |
| 7D | -10.1% | -8.0% | -2.1% | -8.7% |
| 30D | -12.1% | +5.0% | -17.1% | -13.3% |
| 3M | -1.9% | +20.0% | -21.9% | -6.7% |
| 6M | -1.8% | +100.0% | -101.9% | -17.9% |
| YTD | +65.8% | +85.6% | -19.8% | +39.1% |
| 1Y | +60.8% | +57.8% | +3.0% | +40.1% |
| 3Y | +70.1% | +17.6% | +52.5% | +55.9% |
| 5Y | +134.8% | -21.7% | +156.5% | +122.1% |
| All | +216.1% | +31.4% | +184.7% | +108.2% |
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