-26.9%
TENB vs CASY
+274.3%
-301.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | -5.0% | -4.4% | -0.6% | -4.2% |
| 30D | -7.4% | -12.0% | +4.7% | -5.2% |
| 3M | +22.3% | -2.3% | +24.6% | +21.0% |
| 6M | +60.2% | +10.5% | +49.6% | +51.8% |
| YTD | +43.2% | +33.0% | +10.2% | +27.5% |
| 1Y | +8.2% | +41.1% | -33.0% | -6.0% |
| 3Y | -23.8% | +207.5% | -231.3% | -52.6% |
| 5Y | -26.9% | +290.7% | -317.6% | -60.8% |
| All | -26.9% | +274.3% | -301.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling