+216.1%
C vs ENB
+71.3%
+144.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +0.2% | +1.4% | -1.2% | -0.1% |
| 3M | -9.3% | -5.2% | -4.1% | -8.4% |
| 6M | -0.8% | -9.9% | +9.1% | +1.1% |
| YTD | +8.5% | +4.7% | +3.9% | +4.5% |
| 1Y | +23.1% | +2.8% | +20.3% | +19.4% |
| All | +216.1% | +71.3% | +144.8% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling