+4,492.0%
COP vs ENB
+11,799.4%
-7,307.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 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% | +19.8% |
| 6M | +17.7% | -5.1% | +22.8% | +20.6% |
| YTD | +46.6% | +9.0% | +37.6% | +40.1% |
| 1Y | +44.6% | +8.2% | +36.4% | +38.5% |
| 3Y | +20.7% | +67.8% | -47.1% | -7.9% |
| 5Y | +185.0% | +69.4% | +115.7% | +120.7% |
| 10Y | +347.0% | +117.5% | +229.5% | +217.6% |
| All | +4,492.0% | +11,799.4% | -7,307.4% | +2,103.8% |
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