-36.0%
CAG vs ENB
+72.2%
-108.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.3% | +3.1% | -6.5% | -4.4% |
| 30D | +7.7% | +2.1% | +5.5% | +6.8% |
| 3M | -3.2% | -4.4% | +1.2% | -1.8% |
| 6M | +7.0% | -10.1% | +17.0% | +10.5% |
| YTD | -9.0% | +5.2% | -14.2% | -11.1% |
| 1Y | -9.6% | +4.2% | -13.8% | -11.4% |
| 3Y | -36.0% | +70.1% | -106.1% | -48.2% |
| All | -36.0% | +72.2% | -108.2% | -48.2% |
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