+107.7%
COST vs ENB
+61.6%
+46.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -1.2% | -4.7% | +3.5% | +0.3% |
| 30D | -4.7% | -5.9% | +1.2% | -2.9% |
| 3M | -7.1% | -14.2% | +7.1% | -2.5% |
| 6M | -8.5% | -8.6% | +0.1% | -6.1% |
| YTD | +5.4% | +3.9% | +1.5% | +3.7% |
| 1Y | -5.6% | +1.8% | -7.4% | -6.6% |
| 3Y | +68.5% | +68.5% | 0.0% | +38.6% |
| All | +107.7% | +61.6% | +46.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling