+606.1%
COST vs ENB
+92.6%
+513.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | -1.2% | -4.7% | +3.5% | -0.1% |
| 30D | -4.7% | -5.9% | +1.2% | -3.4% |
| 3M | -7.1% | -14.2% | +7.1% | -3.8% |
| 6M | -8.5% | -8.6% | +0.1% | -6.7% |
| YTD | +5.4% | +3.9% | +1.5% | +4.2% |
| 1Y | -5.6% | +1.8% | -7.4% | -6.3% |
| 3Y | +68.5% | +68.5% | 0.0% | +48.0% |
| 5Y | +105.2% | +62.4% | +42.8% | +81.9% |
| All | +606.1% | +92.6% | +513.5% | +484.2% |
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