+289.9%
CAH vs ENB
+94.4%
+195.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -0.1% |
| 7D | -5.1% | -4.6% | -0.5% | -3.3% |
| 30D | -1.8% | -5.2% | +3.4% | +0.3% |
| 3M | +9.4% | -13.4% | +22.7% | +15.6% |
| 6M | +9.2% | -7.8% | +17.1% | +12.4% |
| YTD | +15.7% | +4.9% | +10.8% | +12.4% |
| 1Y | +59.7% | +3.2% | +56.5% | +56.2% |
| 3Y | +178.5% | +71.0% | +107.5% | +118.3% |
| 5Y | +398.3% | +64.0% | +334.3% | +291.4% |
| All | +289.9% | +94.4% | +195.4% | +166.5% |
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