-8.1%
TENB vs CAI
-9.9%
+1.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.1% |
| 7D | -12.1% | -2.9% | -9.2% | -11.8% |
| 30D | -18.6% | +9.3% | -28.0% | -19.9% |
| 3M | +12.1% | +35.2% | -23.2% | +6.3% |
| 6M | +46.8% | +30.7% | +16.1% | +38.4% |
| YTD | +28.0% | -9.8% | +37.7% | +24.5% |
| 1Y | -1.4% | -28.9% | +27.4% | -3.0% |
| All | -8.1% | -9.9% | +1.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling