+11.4%
TENB vs CLBK
+53.4%
-41.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -7.4% | +7.8% | -15.1% | -9.5% |
| 3M | +22.3% | +23.9% | -1.6% | +14.0% |
| 6M | +60.2% | +42.3% | +17.9% | +42.9% |
| YTD | +43.2% | +65.4% | -22.2% | +21.5% |
| 1Y | +8.2% | +70.3% | -62.2% | -9.3% |
| 3Y | -23.8% | +54.5% | -78.2% | -35.7% |
| 5Y | -26.9% | +43.1% | -70.0% | -40.8% |
| All | +11.4% | +53.4% | -41.9% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling