+34.7%
TENB vs CRL
+173.6%
-138.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +6.9% | +11.9% | -5.0% | +1.3% |
| 3M | +1.8% | +20.2% | -18.3% | -7.3% |
| 6M | +98.1% | +107.5% | -9.5% | +38.6% |
| YTD | +73.2% | +69.4% | +3.8% | +30.8% |
| 1Y | +50.7% | +99.7% | -49.1% | +4.7% |
| 3Y | +9.3% | +98.8% | -89.4% | -33.1% |
| 5Y | -25.1% | -12.4% | -12.7% | -25.3% |
| All | +34.7% | +173.6% | -138.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling