+393.6%
COHR vs TENB
-35.4%
+429.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.8% |
| 7D | +8.3% | -12.1% | +20.4% | +12.1% |
| 30D | -14.1% | -18.6% | +4.5% | -10.2% |
| 3M | -16.0% | +12.1% | -28.1% | -22.0% |
| 6M | +21.5% | +46.8% | -25.3% | +1.1% |
| YTD | +65.4% | +28.0% | +37.5% | +43.0% |
| 1Y | +195.0% | -1.4% | +196.4% | +182.9% |
| 3Y | +830.2% | -33.9% | +864.1% | +913.5% |
| All | +393.6% | -35.4% | +429.0% | +393.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling