+7.7%
CARR vs ENB
+61.9%
-54.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -0.6% |
| 7D | -4.1% | -4.6% | +0.4% | -2.2% |
| 30D | -11.0% | -5.2% | -5.8% | -9.0% |
| 3M | -16.4% | -13.4% | -3.0% | -11.2% |
| 6M | -2.4% | -7.8% | +5.4% | +0.5% |
| YTD | +8.4% | +4.9% | +3.5% | +4.7% |
| 1Y | -8.0% | +3.2% | -11.2% | -10.6% |
| 3Y | +0.6% | +71.0% | -70.4% | -26.3% |
| 5Y | +7.7% | +64.0% | -56.3% | -18.1% |
| All | +7.7% | +61.9% | -54.2% | -18.1% |
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