-19.0%
CAG vs ENB
+2.1%
-21.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -5.7% | -4.7% | -1.0% | -4.1% |
| 30D | -2.4% | -5.9% | +3.5% | -0.5% |
| 3M | +9.8% | -14.2% | +24.0% | +16.1% |
| 6M | -10.8% | -8.6% | -2.3% | -8.8% |
| YTD | -10.8% | +3.9% | -14.7% | -13.8% |
| 1Y | -19.0% | +1.8% | -20.8% | -22.7% |
| All | -19.0% | +2.1% | -21.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling