+167.6%
COPX vs TENB
-32.3%
+199.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -6.2% |
| 7D | -2.9% | -7.1% | +4.2% | -1.6% |
| 30D | 0.0% | -15.4% | +15.4% | +2.5% |
| 3M | +14.8% | +19.5% | -4.7% | +9.8% |
| 6M | +7.0% | +54.8% | -47.8% | -3.0% |
| YTD | +23.8% | +36.1% | -12.3% | +14.3% |
| 1Y | +75.7% | +7.0% | +68.7% | +71.2% |
| 3Y | +156.4% | -27.6% | +184.0% | +166.1% |
| 5Y | +167.6% | -30.5% | +198.0% | +162.9% |
| All | +167.6% | -32.3% | +199.9% | +162.9% |
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