+402.2%
CAH vs ENB
+68.4%
+333.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +1.2% | -1.1% | +2.3% | +1.5% |
| 3M | +13.1% | -8.5% | +21.6% | +16.0% |
| 6M | +8.5% | -4.5% | +13.0% | +9.7% |
| YTD | +17.6% | +9.1% | +8.5% | +13.5% |
| 1Y | +60.7% | +8.0% | +52.7% | +55.5% |
| 3Y | +183.2% | +77.8% | +105.3% | +132.6% |
| 5Y | +402.2% | +69.4% | +332.8% | +310.1% |
| All | +402.2% | +68.4% | +333.7% | +310.1% |
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