+181.4%
COR vs ENB
+46.5%
+134.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | +0.8% | -5.2% | +6.0% | +2.4% |
| 30D | +5.1% | +2.2% | +3.0% | +4.5% |
| 3M | +2.8% | -8.1% | +10.9% | +5.4% |
| 6M | +32.5% | -11.2% | +43.7% | +37.1% |
| YTD | -0.7% | +2.0% | -2.6% | -1.4% |
| 1Y | -6.7% | +4.1% | -10.8% | -8.0% |
| 3Y | +73.7% | +64.7% | +9.0% | +50.0% |
| All | +181.4% | +46.5% | +134.9% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling