+151.7%
COF vs TENB
+1.3%
+150.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | -3.4% | -8.3% | +4.9% | -1.8% |
| 3M | +15.4% | +26.2% | -10.7% | +6.9% |
| 6M | +14.4% | +60.2% | -45.8% | -1.8% |
| YTD | -12.0% | +43.1% | -55.1% | -22.5% |
| 1Y | -3.7% | +9.4% | -13.1% | -9.1% |
| 3Y | +121.1% | -23.9% | +144.9% | +124.7% |
| 5Y | +47.8% | -28.2% | +76.1% | +43.6% |
| All | +151.7% | +1.3% | +150.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling