+241.9%
CORZ vs ENB
+51.4%
+190.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.9% | +4.4% |
| 7D | -11.2% | -5.2% | -6.0% | -9.1% |
| 30D | -26.2% | +2.2% | -28.4% | -27.2% |
| 3M | -44.1% | -8.1% | -36.1% | -42.0% |
| 6M | -52.3% | -11.2% | -41.1% | -49.8% |
| YTD | -19.2% | +2.0% | -21.2% | -23.7% |
| 1Y | -42.9% | +4.1% | -46.9% | -47.0% |
| All | +241.9% | +51.4% | +190.5% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling