+265.0%
C vs ENB
+67.6%
+197.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | +0.1% | -2.2% | +2.3% | +0.6% |
| 3M | +2.4% | -10.5% | +12.9% | +5.3% |
| 6M | +24.9% | -5.1% | +30.0% | +26.0% |
| YTD | +19.8% | +9.0% | +10.8% | +14.3% |
| 1Y | +44.9% | +8.2% | +36.7% | +38.5% |
| All | +265.0% | +67.6% | +197.4% | +167.5% |
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