+28.7%
COP vs ENB
+67.2%
-38.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | -8.4% | -3.7% | -4.8% | -6.8% |
| 30D | +0.3% | +1.7% | -1.4% | -0.5% |
| 3M | +15.1% | -6.3% | +21.4% | +18.5% |
| 6M | +19.8% | -9.2% | +29.0% | +25.2% |
| YTD | +46.8% | +3.1% | +43.7% | +44.8% |
| 1Y | +59.7% | +3.4% | +56.4% | +57.3% |
| 3Y | +28.7% | +68.9% | -40.2% | -3.5% |
| All | +28.7% | +67.2% | -38.5% | -3.5% |
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