-23.8%
TENB vs CASY
+209.8%
-233.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.4% |
| 7D | -5.0% | -4.4% | -0.6% | -4.7% |
| 30D | -7.4% | -12.0% | +4.7% | -6.7% |
| 3M | +22.3% | -2.3% | +24.6% | +21.4% |
| 6M | +60.2% | +10.5% | +49.6% | +55.1% |
| YTD | +43.2% | +33.0% | +10.2% | +33.4% |
| 1Y | +8.2% | +41.1% | -33.0% | -0.9% |
| 3Y | -23.8% | +207.5% | -231.3% | -39.3% |
| All | -23.8% | +209.8% | -233.6% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling