+65.4%
CVE vs TENB
+12.6%
+52.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | -10.0% | -10.8% | +0.8% | -9.1% |
| 30D | -11.9% | +0.9% | -12.7% | -11.9% |
| 3M | -5.9% | +14.3% | -20.3% | -7.5% |
| 6M | -1.6% | +92.2% | -93.8% | -10.8% |
| YTD | +66.3% | +78.3% | -12.1% | +52.2% |
| 1Y | +57.5% | +49.5% | +8.0% | +50.4% |
| 3Y | +65.4% | +12.2% | +53.3% | +67.8% |
| All | +65.4% | +12.6% | +52.8% | +67.8% |
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