-5.7%
COF vs TENB
-0.2%
-5.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.4% |
| 7D | -5.1% | -12.1% | +6.9% | -3.5% |
| 30D | -6.0% | -18.6% | +12.6% | -3.6% |
| 3M | +14.8% | +12.1% | +2.8% | +11.6% |
| 6M | +15.3% | +46.8% | -31.5% | +5.2% |
| YTD | -13.0% | +28.0% | -41.0% | -18.4% |
| 1Y | -5.7% | -1.4% | -4.3% | -2.1% |
| All | -5.7% | -0.2% | -5.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling