+1,163.5%
C vs ENB
+11,799.4%
-10,635.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +2.4% | -10.5% | +12.9% | +7.6% |
| 6M | +24.9% | -5.1% | +30.0% | +27.2% |
| YTD | +19.8% | +9.0% | +10.8% | +13.5% |
| 1Y | +44.9% | +8.2% | +36.7% | +37.6% |
| 3Y | +263.0% | +67.8% | +195.2% | +175.7% |
| 5Y | +129.5% | +69.4% | +60.1% | +73.4% |
| 10Y | +291.6% | +117.5% | +174.1% | +161.7% |
| All | +1,163.5% | +11,799.4% | -10,635.8% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling