+411.5%
CAH vs ENB
+109.5%
+302.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.5% | +3.1% | +0.3% | +2.2% |
| 30D | +13.5% | +2.1% | +11.3% | +12.4% |
| 3M | +21.8% | -4.4% | +26.3% | +23.8% |
| 6M | +51.5% | -10.1% | +61.6% | +57.6% |
| YTD | +38.1% | +5.2% | +32.9% | +33.9% |
| 1Y | +37.7% | +4.2% | +33.5% | +34.0% |
| 3Y | +179.6% | +70.1% | +109.5% | +119.5% |
| 5Y | +504.9% | +59.4% | +445.6% | +380.5% |
| All | +411.5% | +109.5% | +302.1% | +243.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling