-89.7%
CDE vs ENB
+11,892.0%
-11,981.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +18.8% | -0.2% | +19.0% | +18.6% |
| 3M | +23.5% | -7.5% | +31.0% | +27.5% |
| 6M | -8.6% | -4.1% | -4.5% | -7.6% |
| YTD | +16.0% | +9.8% | +6.2% | +9.2% |
| 1Y | +42.1% | +8.7% | +33.4% | +34.4% |
| 3Y | +835.9% | +79.0% | +756.9% | +591.2% |
| 5Y | +197.6% | +69.1% | +128.5% | +132.1% |
| 10Y | +39.6% | +96.5% | -56.9% | -1.2% |
| All | -89.7% | +11,892.0% | -11,981.7% | -95.3% |
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 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