+68.0%
COST vs ENB
+69.7%
-1.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.9% |
| 7D | -2.5% | -4.6% | +2.1% | -1.4% |
| 30D | -4.4% | -5.2% | +0.8% | -3.2% |
| 3M | -8.1% | -13.4% | +5.3% | -4.8% |
| 6M | -9.2% | -7.8% | -1.4% | -7.4% |
| YTD | +5.1% | +4.9% | +0.2% | +3.9% |
| 1Y | -5.1% | +3.2% | -8.3% | -5.9% |
| All | +68.0% | +69.7% | -1.6% | +47.6% |
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