+13.2%
TENB vs CRL
+133.5%
-120.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | -9.1% | -1.0% | -8.0% | -8.7% |
| 30D | -4.9% | +10.7% | -15.5% | -9.4% |
| 3M | +16.9% | +55.3% | -38.3% | -5.3% |
| 6M | +68.0% | +60.7% | +7.3% | +31.3% |
| YTD | +45.6% | +44.6% | +0.9% | +18.9% |
| 1Y | +12.7% | +77.7% | -65.0% | -17.6% |
| 3Y | -24.4% | +37.6% | -62.0% | -43.3% |
| 5Y | -26.7% | -35.8% | +9.1% | -13.3% |
| All | +13.2% | +133.5% | -120.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling