+5,862.7%
COF vs ENB
+9,053.3%
-3,190.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -0.6% | -2.2% | +1.7% | +0.5% |
| 3M | +20.3% | -10.5% | +30.8% | +26.5% |
| 6M | +13.0% | -5.1% | +18.1% | +15.0% |
| YTD | -8.3% | +9.0% | -17.3% | -13.5% |
| 1Y | -1.5% | +8.2% | -9.7% | -6.9% |
| 3Y | +122.3% | +67.8% | +54.5% | +66.0% |
| 5Y | +52.5% | +69.4% | -16.9% | +14.0% |
| 10Y | +264.9% | +117.5% | +147.4% | +138.3% |
| All | +5,862.7% | +9,053.3% | -3,190.5% | +1,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling