+575.5%
CAG vs ENB
+11,386.8%
-10,811.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.3% | +3.1% | -6.5% | -3.8% |
| 30D | +7.7% | +2.1% | +5.5% | +7.3% |
| 3M | -3.2% | -4.4% | +1.2% | -2.5% |
| 6M | +7.0% | -10.1% | +17.0% | +8.7% |
| YTD | -9.0% | +5.2% | -14.2% | -9.8% |
| 1Y | -9.6% | +4.2% | -13.8% | -10.3% |
| 3Y | -36.0% | +70.1% | -106.1% | -41.2% |
| 5Y | -40.9% | +59.4% | -100.3% | -45.3% |
| 10Y | -37.3% | +109.5% | -146.8% | -45.5% |
| All | +575.5% | +11,386.8% | -10,811.3% | +352.0% |
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