+233.2%
CVE vs TENB
+22.6%
+210.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.9% | -3.3% | +9.2% | +6.6% |
| 30D | -10.9% | +6.9% | -17.8% | -12.3% |
| 3M | -4.5% | +1.8% | -6.3% | -6.1% |
| 6M | -1.0% | +98.1% | -99.0% | -17.2% |
| YTD | +74.7% | +73.2% | +1.5% | +48.5% |
| 1Y | +65.8% | +50.7% | +15.1% | +45.5% |
| 3Y | +73.2% | +9.3% | +63.8% | +60.9% |
| 5Y | +155.6% | -25.1% | +180.7% | +143.1% |
| All | +233.2% | +22.6% | +210.6% | +122.3% |
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