+118.1%
COF vs ENB
+68.0%
+50.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.7% |
| 7D | -5.1% | -4.7% | -0.5% | -4.4% |
| 30D | -6.0% | -5.9% | -0.1% | -5.1% |
| 3M | +14.8% | -14.2% | +29.1% | +17.7% |
| 6M | +15.3% | -8.6% | +23.9% | +16.5% |
| YTD | -13.0% | +3.9% | -16.9% | -15.9% |
| 1Y | -5.7% | +1.8% | -7.5% | -8.2% |
| 3Y | +118.1% | +68.5% | +49.6% | +60.9% |
| All | +118.1% | +68.0% | +50.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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