-0.5%
TENB vs CASY
+501.0%
-501.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.5% |
| 7D | -12.1% | -18.6% | +6.5% | -7.5% |
| 30D | -18.6% | -26.6% | +8.0% | -12.2% |
| 3M | +12.1% | -32.8% | +44.8% | +23.5% |
| 6M | +46.8% | -10.0% | +56.8% | +45.9% |
| YTD | +28.0% | +11.6% | +16.3% | +17.6% |
| 1Y | -1.4% | +11.5% | -12.9% | -9.7% |
| 3Y | -33.9% | +160.7% | -194.6% | -57.2% |
| 5Y | -34.6% | +232.4% | -267.0% | -62.0% |
| All | -0.5% | +501.0% | -501.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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