-37.6%
CAG vs ENB
+76.5%
-114.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +16.3% | -8.5% | +24.8% | +19.9% |
| 6M | -16.0% | -4.5% | -11.5% | -15.0% |
| YTD | -7.7% | +9.1% | -16.8% | -11.1% |
| 1Y | -16.0% | +8.0% | -24.0% | -18.9% |
| All | -37.6% | +76.5% | -114.0% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling