+64.0%
ENB vs COPX
+167.3%
-103.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.0% | +3.1% | -2.5% |
| 7D | -4.6% | -2.9% | -1.7% | -4.0% |
| 30D | -5.2% | 0.0% | -5.2% | -5.4% |
| 3M | -13.4% | +14.8% | -28.2% | -16.3% |
| 6M | -7.8% | +7.0% | -14.9% | -10.4% |
| YTD | +4.9% | +23.8% | -19.0% | -2.7% |
| 1Y | +3.2% | +75.7% | -72.5% | -13.3% |
| 3Y | +71.0% | +156.4% | -85.4% | +23.4% |
| 5Y | +64.0% | +167.6% | -103.6% | +13.8% |
| All | +64.0% | +167.3% | -103.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling