+51.7%
ENB vs COO
-40.8%
+92.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | -3.7% | +4.3% | -7.9% | -4.4% |
| 30D | +1.7% | +17.6% | -15.9% | -1.2% |
| 3M | -6.3% | -13.9% | +7.6% | -4.1% |
| 6M | -9.2% | +6.6% | -15.7% | -10.8% |
| YTD | +3.1% | -22.0% | +25.1% | +7.1% |
| 1Y | +3.4% | -8.8% | +12.2% | +3.9% |
| 3Y | +68.9% | -21.5% | +90.4% | +70.4% |
| 5Y | +51.7% | -41.0% | +92.7% | +57.4% |
| All | +51.7% | -40.8% | +92.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling