+425.9%
CARR vs ENB
+218.0%
+207.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -8.7% | -1.1% | -7.6% | -8.2% |
| 3M | -18.4% | -8.5% | -9.9% | -14.7% |
| 6M | -0.6% | -4.5% | +3.9% | +1.2% |
| YTD | +10.9% | +9.1% | +1.8% | +4.4% |
| 1Y | -7.3% | +8.0% | -15.3% | -12.4% |
| 3Y | +2.9% | +77.8% | -74.9% | -29.2% |
| 5Y | +9.6% | +69.4% | -59.7% | -23.4% |
| All | +425.9% | +218.0% | +207.9% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling