+421.5%
CARR vs ENB
+202.9%
+218.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | -3.8% | -4.7% | +0.9% | -1.3% |
| 30D | -8.9% | -5.9% | -3.0% | -6.0% |
| 3M | -17.3% | -14.2% | -3.1% | -10.5% |
| 6M | -1.4% | -8.6% | +7.2% | +2.7% |
| YTD | +10.0% | +3.9% | +6.1% | +6.3% |
| 1Y | -6.4% | +1.8% | -8.2% | -8.7% |
| 3Y | +1.5% | +68.5% | -66.9% | -28.1% |
| 5Y | +9.3% | +62.4% | -53.1% | -22.0% |
| All | +421.5% | +202.9% | +218.6% | +123.7% |
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 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