+5.9%
TENB vs CRL
+121.0%
-115.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -4.0% |
| 7D | -7.1% | -6.9% | -0.2% | -4.1% |
| 30D | -15.4% | -3.2% | -12.2% | -14.4% |
| 3M | +19.5% | +46.5% | -27.0% | -0.6% |
| 6M | +54.8% | +63.1% | -8.3% | +20.1% |
| YTD | +36.1% | +36.9% | -0.7% | +14.0% |
| 1Y | +7.0% | +78.1% | -71.1% | -22.0% |
| 3Y | -27.6% | +36.7% | -64.2% | -46.0% |
| 5Y | -30.5% | -38.1% | +7.6% | -16.8% |
| All | +5.9% | +121.0% | -115.1% | -51.0% |
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