+87.2%
CVS vs TENB
+1.4%
+85.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.6% | -5.0% | +3.4% | -1.2% |
| 30D | +0.4% | -7.4% | +7.8% | +0.8% |
| 3M | -0.4% | +22.3% | -22.7% | -2.6% |
| 6M | +25.1% | +60.2% | -35.0% | +19.0% |
| YTD | +23.9% | +43.2% | -19.3% | +18.7% |
| 1Y | +41.1% | +8.2% | +32.9% | +38.7% |
| 3Y | +63.6% | -23.8% | +87.4% | +64.7% |
| 5Y | +31.5% | -26.9% | +58.4% | +29.1% |
| All | +87.2% | +1.4% | +85.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling