+18,237.3%
COR vs ENB
+8,102.1%
+10,135.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | +2.3% | -3.7% | +6.0% | +3.3% |
| 30D | +6.8% | +1.7% | +5.0% | +6.3% |
| 3M | +8.1% | -6.3% | +14.4% | +9.8% |
| 6M | +33.0% | -9.2% | +42.2% | +36.1% |
| YTD | +3.0% | +3.1% | -0.1% | +1.9% |
| 1Y | -3.4% | +3.4% | -6.8% | -4.5% |
| 3Y | +80.1% | +68.9% | +11.2% | +56.9% |
| 5Y | +194.7% | +51.7% | +143.0% | +161.9% |
| 10Y | +512.3% | +98.3% | +413.9% | +394.4% |
| All | +18,237.3% | +8,102.1% | +10,135.2% | +9,441.4% |
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