-8.9%
CDE vs ENB
-4.1%
-4.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.1% |
| 30D | +18.8% | -0.2% | +19.0% | +18.6% |
| 3M | +23.5% | -7.5% | +31.0% | +22.6% |
| All | -8.9% | -4.1% | -4.7% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling