-24.5%
TENB vs CASY
+266.7%
-291.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.3% | +3.6% | -6.8% | -3.8% |
| 30D | +6.9% | +9.1% | -2.1% | +5.4% |
| 3M | +1.8% | -16.5% | +18.3% | +4.8% |
| 6M | +98.1% | -19.7% | +117.8% | +104.8% |
| YTD | +73.2% | +29.3% | +44.0% | +55.4% |
| 1Y | +50.7% | +33.1% | +17.6% | +33.6% |
| 3Y | +9.3% | +158.5% | -149.2% | -25.4% |
| All | -24.5% | +266.7% | -291.1% | -57.3% |
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 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