+4,615.1%
COP vs ENB
+11,281.5%
-6,666.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +0.7% | -1.8% | +2.5% | +1.5% |
| 30D | +0.2% | +2.0% | -1.8% | -0.8% |
| 3M | +10.2% | -5.8% | +16.0% | +13.5% |
| 6M | +20.1% | -9.7% | +29.8% | +26.2% |
| YTD | +50.5% | +4.2% | +46.3% | +47.0% |
| 1Y | +56.8% | +3.2% | +53.6% | +53.8% |
| 3Y | +30.3% | +70.6% | -40.3% | -1.3% |
| 5Y | +126.8% | +55.1% | +71.7% | +83.0% |
| 10Y | +325.0% | +107.6% | +217.4% | +208.9% |
| All | +4,615.1% | +11,281.5% | -6,666.4% | +2,212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling