+17.7%
COP vs ENB
-4.8%
+22.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +17.5% | -2.2% | +19.7% | +18.8% |
| 3M | +13.4% | -10.5% | +23.9% | +19.2% |
| 6M | +17.7% | -5.1% | +22.8% | +23.0% |
| All | +17.7% | -4.8% | +22.5% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling