+88.5%
ENB vs COPX
+583.8%
-495.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.7% | -2.3% | -2.3% | -4.0% |
| 30D | -5.9% | +0.3% | -6.1% | -6.2% |
| 3M | -14.2% | +6.8% | -21.1% | -16.9% |
| 6M | -8.6% | +7.9% | -16.5% | -13.2% |
| YTD | +3.9% | +23.7% | -19.8% | -7.3% |
| 1Y | +1.8% | +71.5% | -69.7% | -19.9% |
| 3Y | +68.5% | +149.1% | -80.6% | +9.8% |
| 5Y | +62.4% | +167.3% | -104.9% | -1.2% |
| All | +88.5% | +583.8% | -495.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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