+416.3%
COR vs TENB
+3.0%
+413.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +2.8% | -9.1% | +11.8% | +3.3% |
| 30D | +4.5% | -4.9% | +9.4% | +4.7% |
| 3M | +22.7% | +16.9% | +5.7% | +20.7% |
| 6M | -9.7% | +68.0% | -77.7% | -13.7% |
| YTD | -1.4% | +45.6% | -47.0% | -4.9% |
| 1Y | +13.9% | +12.7% | +1.2% | +11.9% |
| 3Y | +94.0% | -24.4% | +118.4% | +94.7% |
| 5Y | +184.0% | -26.7% | +210.7% | +177.3% |
| All | +416.3% | +3.0% | +413.3% | +328.3% |
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