+186.4%
COP vs ENB
+69.5%
+116.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.2% |
| 30D | +17.5% | -2.2% | +19.7% | +19.6% |
| 3M | +13.4% | -10.5% | +23.9% | +23.8% |
| 6M | +17.7% | -5.1% | +22.8% | +22.1% |
| YTD | +46.6% | +9.0% | +37.6% | +35.1% |
| 1Y | +44.6% | +8.2% | +36.4% | +33.6% |
| 3Y | +20.7% | +67.8% | -47.1% | -28.7% |
| All | +186.4% | +69.5% | +116.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling