-28.2%
TENB vs CRL
-37.6%
+9.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.7% | -4.6% | +2.9% | -0.2% |
| 30D | -8.3% | +0.5% | -8.7% | -8.6% |
| 3M | +26.2% | +46.6% | -20.5% | +10.2% |
| 6M | +60.2% | +57.3% | +2.9% | +34.9% |
| YTD | +43.1% | +39.5% | +3.6% | +25.2% |
| 1Y | +9.4% | +76.9% | -67.5% | -12.7% |
| 3Y | -23.9% | +39.4% | -63.2% | -37.9% |
| 5Y | -28.2% | -37.2% | +8.9% | -21.8% |
| All | -28.2% | -37.6% | +9.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling