+325.1%
COP vs ENB
+103.5%
+221.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -0.8% | -0.5% | -0.4% | -0.4% |
| 30D | +15.6% | -0.2% | +15.8% | +15.7% |
| 3M | +14.3% | -7.5% | +21.9% | +22.4% |
| 6M | +17.0% | -4.1% | +21.1% | +20.7% |
| YTD | +47.4% | +9.8% | +37.6% | +34.1% |
| 1Y | +52.4% | +8.7% | +43.7% | +39.5% |
| 3Y | +20.8% | +79.0% | -58.2% | -32.4% |
| 5Y | +191.7% | +69.1% | +122.6% | +74.8% |
| 10Y | +325.1% | +96.5% | +228.6% | +123.4% |
| All | +325.1% | +103.5% | +221.6% | +123.4% |
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 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