-32.5%
CBRS vs ENB
-7.0%
-25.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.1% | +9.7% |
| 7D | +17.3% | -0.2% | +17.5% | +17.1% |
| 30D | -2.0% | -2.2% | +0.3% | -2.8% |
| 3M | -2.5% | -10.5% | +8.0% | -3.4% |
| All | -32.5% | -7.0% | -25.5% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling