-42.6%
CAG vs ENB
+61.9%
-104.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.5% |
| 7D | -5.9% | -4.6% | -1.3% | -4.5% |
| 30D | -1.5% | -5.2% | +3.7% | 0.0% |
| 3M | +11.5% | -13.4% | +24.8% | +16.5% |
| 6M | -15.7% | -7.8% | -7.9% | -13.8% |
| YTD | -10.2% | +4.9% | -15.1% | -11.8% |
| 1Y | -18.1% | +3.2% | -21.3% | -19.2% |
| 3Y | -39.4% | +71.0% | -110.4% | -49.2% |
| 5Y | -42.6% | +64.0% | -106.6% | -50.7% |
| All | -42.6% | +61.9% | -104.5% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling