+73.2%
CVE vs TENB
-24.1%
+97.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +2.5% | -9.1% | +11.6% | +3.1% |
| 30D | +16.7% | -4.9% | +21.6% | +16.8% |
| 3M | +9.3% | +16.9% | -7.7% | +6.4% |
| 6M | +43.6% | +68.0% | -24.4% | +34.2% |
| YTD | +93.6% | +45.6% | +48.0% | +83.8% |
| 1Y | +98.8% | +12.7% | +86.0% | +96.4% |
| All | +73.2% | -24.1% | +97.3% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling