+310.1%
COP vs ENB
+99.3%
+210.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.2% |
| 7D | -6.1% | -2.4% | -3.7% | -4.1% |
| 30D | +1.1% | +2.5% | -1.4% | -1.1% |
| 3M | +10.9% | -5.8% | +16.7% | +16.7% |
| 6M | +20.8% | -8.5% | +29.3% | +30.0% |
| YTD | +48.0% | +3.9% | +44.1% | +41.2% |
| 1Y | +58.5% | +3.7% | +54.8% | +51.2% |
| 3Y | +28.1% | +70.1% | -41.9% | -25.2% |
| 5Y | +120.5% | +53.2% | +67.3% | +43.9% |
| 10Y | +310.1% | +100.2% | +209.9% | +109.2% |
| All | +310.1% | +99.3% | +210.9% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling