+7,212.2%
CB vs ENB
+9,991.6%
-2,779.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | +8.2% | +2.5% | +5.7% | +7.4% |
| 3M | +6.3% | -5.8% | +12.1% | +8.2% |
| 6M | +16.2% | -8.5% | +24.7% | +19.1% |
| YTD | +19.3% | +3.9% | +15.4% | +17.4% |
| 1Y | +29.2% | +3.7% | +25.5% | +27.1% |
| 3Y | +71.4% | +70.1% | +1.4% | +44.5% |
| 5Y | +104.2% | +53.2% | +51.1% | +76.7% |
| 10Y | +246.7% | +100.2% | +146.4% | +169.7% |
| All | +7,212.2% | +9,991.6% | -2,779.3% | +3,916.7% |
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 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