+760.1%
COST vs ENB
+109.5%
+650.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +5.0% | +3.1% | +1.9% | +4.2% |
| 30D | +12.8% | +2.1% | +10.7% | +12.2% |
| 3M | +15.2% | -4.4% | +19.6% | +16.3% |
| 6M | +7.4% | -10.1% | +17.5% | +10.0% |
| YTD | +29.0% | +5.2% | +23.9% | +27.1% |
| 1Y | +20.3% | +4.2% | +16.0% | +18.7% |
| 3Y | +99.0% | +70.1% | +28.9% | +74.1% |
| 5Y | +125.7% | +59.4% | +66.3% | +100.3% |
| All | +760.1% | +109.5% | +650.7% | +608.0% |
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