+60.7%
COP vs ENB
+9.4%
+51.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -5.0% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | +6.7% | +6.0% | +0.7% | +3.6% |
| 3M | +16.9% | -7.4% | +24.3% | +21.3% |
| 6M | +11.2% | -8.5% | +19.7% | +16.2% |
| YTD | +49.5% | +6.1% | +43.4% | +45.9% |
| 1Y | +60.7% | +9.4% | +51.3% | +55.8% |
| All | +60.7% | +9.4% | +51.3% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling