+85.7%
CVS vs TENB
-3.6%
+89.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.3% |
| 7D | -2.0% | -7.1% | +5.2% | -1.5% |
| 30D | +1.9% | -15.4% | +17.3% | +3.0% |
| 3M | -2.2% | +19.5% | -21.7% | -4.2% |
| 6M | +26.7% | +54.8% | -28.1% | +20.7% |
| YTD | +22.9% | +36.1% | -13.2% | +18.2% |
| 1Y | +32.9% | +7.0% | +25.9% | +30.7% |
| 3Y | +62.3% | -27.6% | +89.9% | +64.0% |
| 5Y | +34.2% | -30.5% | +64.7% | +32.2% |
| All | +85.7% | -3.6% | +89.3% | +54.4% |
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