+11,799.4%
ENB vs COO
+5,988.7%
+5,810.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | -2.2% | -7.0% | +4.8% | -1.9% |
| 3M | -10.5% | +12.2% | -22.7% | -11.0% |
| 6M | -5.1% | -15.1% | +10.0% | -4.4% |
| YTD | +9.0% | -15.1% | +24.1% | +9.7% |
| 1Y | +8.2% | +2.3% | +5.9% | +7.9% |
| 3Y | +67.8% | -23.7% | +91.4% | +69.0% |
| 5Y | +69.4% | -38.9% | +108.3% | +71.8% |
| 10Y | +117.5% | +49.9% | +67.6% | +113.7% |
| All | +11,799.4% | +5,988.7% | +5,810.7% | +11,557.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling