+100.5%
ENB vs COO
+36.7%
+63.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.6% | +1.0% |
| 7D | -0.3% | -9.0% | +8.6% | +2.2% |
| 30D | -1.1% | -16.8% | +15.8% | +3.9% |
| 3M | -8.5% | -7.5% | -1.0% | -6.9% |
| 6M | -4.5% | -16.3% | +11.7% | -0.4% |
| YTD | +9.1% | -22.5% | +31.6% | +16.2% |
| 1Y | +8.0% | -7.0% | +14.9% | +8.4% |
| 3Y | +77.8% | -27.5% | +105.3% | +86.6% |
| 5Y | +69.4% | -43.3% | +112.7% | +90.1% |
| 10Y | +100.5% | +37.6% | +62.9% | +69.2% |
| All | +100.5% | +36.7% | +63.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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