+662.7%
CVNA vs TENB
-9.4%
+672.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +2.4% |
| 7D | -7.3% | -12.1% | +4.8% | +0.9% |
| 30D | -4.6% | -18.6% | +14.0% | +6.9% |
| 3M | +2.0% | +12.1% | -10.1% | -11.7% |
| 6M | +11.7% | +46.8% | -35.1% | -24.8% |
| YTD | -18.1% | +28.0% | -46.0% | -40.3% |
| 1Y | -2.4% | -1.4% | -1.0% | -13.5% |
| 3Y | +580.6% | -33.9% | +614.5% | +672.7% |
| 5Y | +4.9% | -34.6% | +39.5% | +29.5% |
| All | +662.7% | -9.4% | +672.1% | +496.9% |
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