+105.9%
CB vs ENB
+55.5%
+50.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +7.4% | +1.4% | +6.0% | +6.8% |
| 3M | +8.6% | -5.2% | +13.8% | +10.7% |
| 6M | +16.1% | -9.9% | +26.1% | +20.4% |
| YTD | +20.2% | +4.7% | +15.5% | +16.8% |
| 1Y | +27.2% | +2.8% | +24.4% | +24.5% |
| 3Y | +72.7% | +71.3% | +1.4% | +35.0% |
| 5Y | +105.9% | +58.6% | +47.3% | +65.4% |
| All | +105.9% | +55.5% | +50.5% | +65.4% |
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