+591.8%
CAG vs ENB
+11,892.0%
-11,300.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +17.4% | -7.5% | +24.9% | +18.8% |
| 6M | -16.8% | -4.1% | -12.7% | -16.3% |
| YTD | -6.8% | +9.8% | -16.6% | -8.2% |
| 1Y | -15.4% | +8.7% | -24.1% | -16.6% |
| 3Y | -37.1% | +79.0% | -116.1% | -42.7% |
| 5Y | -41.3% | +69.1% | -110.3% | -46.2% |
| 10Y | -35.5% | +96.5% | -132.0% | -43.5% |
| All | +591.8% | +11,892.0% | -11,300.2% | +359.7% |
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 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