+992.7%
C vs ENB
+11,329.0%
-10,336.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.7% | -4.4% |
| 7D | -5.3% | -2.4% | -2.9% | -4.2% |
| 30D | -7.3% | +3.4% | -10.7% | -8.8% |
| 3M | -13.5% | -6.1% | -7.4% | -11.0% |
| 6M | -6.5% | -10.0% | +3.6% | -2.3% |
| YTD | +3.6% | +4.7% | -1.0% | -0.1% |
| 1Y | +18.9% | +7.5% | +11.4% | +13.1% |
| 3Y | +205.0% | +69.1% | +135.8% | +130.6% |
| 5Y | +109.4% | +50.4% | +59.0% | +67.2% |
| 10Y | +232.9% | +108.0% | +125.0% | +127.4% |
| All | +992.7% | +11,329.0% | -10,336.3% | +295.0% |
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