+94.7%
COF vs ENB
+72.2%
+22.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.4% | +3.1% | -6.5% | -3.8% |
| 30D | +0.4% | +2.1% | -1.7% | +0.1% |
| 3M | -12.5% | -4.4% | -8.1% | -12.0% |
| 6M | +8.3% | -10.1% | +18.4% | +9.7% |
| YTD | -18.6% | +5.2% | -23.7% | -21.3% |
| 1Y | -8.6% | +4.2% | -12.9% | -11.5% |
| 3Y | +94.7% | +70.1% | +24.6% | +35.9% |
| All | +94.7% | +72.2% | +22.5% | +35.9% |
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