+148.7%
COF vs TENB
-9.4%
+158.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +2.0% |
| 7D | -5.1% | -12.1% | +6.9% | -2.2% |
| 30D | -6.0% | -18.6% | +12.6% | -1.7% |
| 3M | +14.8% | +12.1% | +2.8% | +9.5% |
| 6M | +15.3% | +46.8% | -31.5% | +1.0% |
| YTD | -13.0% | +28.0% | -41.0% | -21.4% |
| 1Y | -5.7% | -1.4% | -4.3% | -8.7% |
| 3Y | +118.1% | -33.9% | +152.1% | +129.5% |
| 5Y | +46.2% | -34.6% | +80.9% | +45.2% |
| All | +148.7% | -9.4% | +158.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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