+291.9%
C vs ENB
+106.3%
+185.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.3% |
| 7D | +3.6% | -0.2% | +3.8% | +3.8% |
| 30D | +0.1% | -2.2% | +2.3% | +1.5% |
| 3M | +2.4% | -10.5% | +12.9% | +9.6% |
| 6M | +24.9% | -5.1% | +30.0% | +27.9% |
| YTD | +19.8% | +9.0% | +10.8% | +10.6% |
| 1Y | +44.9% | +8.2% | +36.7% | +34.2% |
| 3Y | +263.0% | +67.8% | +195.2% | +140.7% |
| 5Y | +129.5% | +69.4% | +60.1% | +49.6% |
| All | +291.9% | +106.3% | +185.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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