+86.5%
COR vs TENB
-26.8%
+113.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | -1.7% | -2.2% | -3.9% |
| 30D | -0.3% | -8.3% | +7.9% | -0.4% |
| 3M | +15.9% | +26.2% | -10.3% | +16.4% |
| 6M | -10.3% | +60.2% | -70.4% | -9.5% |
| YTD | -3.7% | +43.1% | -46.8% | -3.1% |
| 1Y | +9.1% | +9.4% | -0.3% | +9.1% |
| All | +86.5% | -26.8% | +113.4% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling