+17,451.9%
COR vs ENB
+8,567.5%
+8,884.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +4.5% | -2.2% | +6.8% | +5.1% |
| 3M | +22.7% | -10.5% | +33.2% | +26.0% |
| 6M | -9.7% | -5.1% | -4.7% | -8.6% |
| YTD | -1.4% | +9.0% | -10.4% | -3.7% |
| 1Y | +13.9% | +8.2% | +5.7% | +11.4% |
| 3Y | +94.0% | +67.8% | +26.2% | +69.1% |
| 5Y | +184.0% | +69.4% | +114.6% | +145.6% |
| 10Y | +406.8% | +117.5% | +289.2% | +300.2% |
| All | +17,451.9% | +8,567.5% | +8,884.3% | +8,911.3% |
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