+55.4%
CVS vs TENB
-30.4%
+85.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.1% |
| 7D | -2.0% | -7.1% | +5.2% | -2.0% |
| 30D | +1.9% | -15.4% | +17.3% | +1.8% |
| 3M | -2.2% | +19.5% | -21.7% | -2.7% |
| 6M | +26.7% | +54.8% | -28.1% | +24.8% |
| YTD | +22.9% | +36.1% | -13.2% | +21.9% |
| 1Y | +32.9% | +7.0% | +25.9% | +34.1% |
| All | +55.4% | -30.4% | +85.8% | +60.1% |
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