-30.5%
TENB vs CLBK
+41.8%
-72.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.0% |
| 7D | -7.1% | -1.4% | -5.8% | -6.8% |
| 30D | -15.4% | +4.5% | -19.9% | -16.2% |
| 3M | +19.5% | +22.8% | -3.3% | +13.7% |
| 6M | +54.8% | +43.4% | +11.4% | +41.9% |
| YTD | +36.1% | +64.1% | -28.0% | +20.8% |
| 1Y | +7.0% | +67.6% | -60.6% | -5.7% |
| 3Y | -27.6% | +53.3% | -80.8% | -35.8% |
| 5Y | -30.5% | +44.8% | -75.3% | -44.8% |
| All | -30.5% | +41.8% | -72.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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