+486.6%
COR vs ENB
+99.3%
+387.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.4% | -2.4% | +4.8% | +3.3% |
| 30D | +7.7% | +2.5% | +5.2% | +6.7% |
| 3M | +7.5% | -5.8% | +13.3% | +9.7% |
| 6M | +34.1% | -8.5% | +42.6% | +38.1% |
| YTD | +3.9% | +3.9% | 0.0% | +2.0% |
| 1Y | -3.6% | +3.7% | -7.3% | -5.3% |
| 3Y | +80.5% | +70.1% | +10.5% | +47.0% |
| 5Y | +194.9% | +53.2% | +141.7% | +146.5% |
| 10Y | +486.6% | +100.2% | +386.4% | +308.6% |
| All | +486.6% | +99.3% | +387.4% | +308.6% |
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