+220.1%
C vs ENB
+99.8%
+120.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | -0.9% | -3.7% | +2.7% | +1.6% |
| 30D | -5.4% | +1.7% | -7.1% | -6.5% |
| 3M | -9.2% | -6.3% | -2.9% | -5.5% |
| 6M | -1.8% | -9.2% | +7.4% | +3.5% |
| YTD | +6.7% | +3.1% | +3.6% | +1.8% |
| 1Y | +23.5% | +3.4% | +20.2% | +17.6% |
| 3Y | +219.8% | +68.9% | +150.9% | +109.3% |
| 5Y | +112.4% | +51.7% | +60.7% | +48.7% |
| 10Y | +220.1% | +98.3% | +121.7% | +73.9% |
| All | +220.1% | +99.8% | +120.3% | +73.9% |
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