+1,044.5%
C vs ENB
+11,329.0%
-10,284.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +0.2% | +1.4% | -1.2% | -0.5% |
| 3M | -9.3% | -5.2% | -4.1% | -7.2% |
| 6M | -0.8% | -9.9% | +9.1% | +3.6% |
| YTD | +8.5% | +4.7% | +3.9% | +4.6% |
| 1Y | +23.1% | +2.8% | +20.3% | +19.7% |
| 3Y | +220.8% | +71.3% | +149.5% | +141.0% |
| 5Y | +112.4% | +58.6% | +53.8% | +65.4% |
| 10Y | +217.9% | +108.5% | +109.5% | +116.9% |
| All | +1,044.5% | +11,329.0% | -10,284.5% | +313.6% |
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 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