+492.2%
COR vs ENB
+109.5%
+382.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +7.8% | +3.1% | +4.7% | +6.7% |
| 30D | +7.0% | +2.1% | +4.9% | +6.2% |
| 3M | +16.3% | -4.4% | +20.7% | +18.0% |
| 6M | +41.3% | -10.1% | +51.3% | +46.5% |
| YTD | +7.1% | +5.2% | +2.0% | +4.7% |
| 1Y | -0.8% | +4.2% | -5.1% | -2.7% |
| 3Y | +85.0% | +70.1% | +14.9% | +50.6% |
| 5Y | +203.9% | +59.4% | +144.5% | +150.1% |
| All | +492.2% | +109.5% | +382.7% | +313.2% |
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