+194.3%
CDE vs ENB
+61.9%
+132.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | +0.7% |
| 7D | -6.1% | -4.6% | -1.5% | -1.7% |
| 30D | +9.5% | -5.2% | +14.7% | +14.6% |
| 3M | +32.0% | -13.4% | +45.4% | +50.3% |
| 6M | -12.8% | -7.8% | -5.0% | -8.1% |
| YTD | +14.2% | +4.9% | +9.3% | +3.1% |
| 1Y | +36.3% | +3.2% | +33.0% | +25.0% |
| 3Y | +821.4% | +71.0% | +750.4% | +348.7% |
| 5Y | +194.3% | +64.0% | +130.3% | +60.8% |
| All | +194.3% | +61.9% | +132.3% | +60.8% |
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