-37.6%
TENB vs CNI
+12.6%
-50.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.4% |
| 7D | -12.1% | -0.4% | -11.7% | -11.9% |
| 30D | -18.6% | -2.7% | -15.9% | -17.5% |
| 3M | +12.1% | +3.9% | +8.1% | +9.5% |
| 6M | +46.8% | +16.4% | +30.5% | +33.8% |
| YTD | +28.0% | +25.8% | +2.2% | +10.5% |
| 1Y | -1.4% | +32.4% | -33.8% | -17.8% |
| 3Y | -33.9% | +19.1% | -53.0% | -42.9% |
| All | -37.6% | +12.6% | -50.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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