+105.9%
C vs ENB
+46.5%
+59.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | -2.4% | -5.2% | +2.8% | +0.1% |
| 30D | -6.0% | +2.2% | -8.2% | -7.0% |
| 3M | -10.5% | -8.1% | -2.5% | -7.1% |
| 6M | -5.7% | -11.2% | +5.5% | -1.0% |
| YTD | +4.1% | +2.0% | +2.1% | +0.2% |
| 1Y | +20.5% | +4.1% | +16.4% | +14.4% |
| 3Y | +208.1% | +64.7% | +143.4% | +110.9% |
| All | +105.9% | +46.5% | +59.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling