+565.3%
COHR vs TENB
-9.4%
+574.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +6.3% |
| 7D | +8.3% | -12.1% | +20.4% | +13.1% |
| 30D | -14.1% | -18.6% | +4.5% | -9.2% |
| 3M | -16.0% | +12.1% | -28.1% | -22.9% |
| 6M | +21.5% | +46.8% | -25.3% | -2.0% |
| YTD | +65.4% | +28.0% | +37.5% | +38.9% |
| 1Y | +195.0% | -1.4% | +196.4% | +175.7% |
| 3Y | +830.2% | -33.9% | +864.1% | +899.7% |
| 5Y | +397.1% | -34.6% | +431.7% | +396.0% |
| All | +565.3% | -9.4% | +574.7% | +394.3% |
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 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