+398.1%
COR vs ENB
+103.5%
+294.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +18.7% | -7.5% | +26.2% | +21.9% |
| 6M | -9.0% | -4.1% | -4.9% | -7.8% |
| YTD | -3.3% | +9.8% | -13.1% | -6.8% |
| 1Y | +9.8% | +8.7% | +1.1% | +6.2% |
| 3Y | +87.4% | +79.0% | +8.4% | +50.1% |
| 5Y | +180.5% | +69.1% | +111.4% | +126.6% |
| 10Y | +398.1% | +96.5% | +301.6% | +252.1% |
| All | +398.1% | +103.5% | +294.7% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling