+1,166.2%
CDNS vs ENB
+109.5%
+1,056.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +1.0% | +3.1% | -2.2% | -0.2% |
| 30D | -2.0% | +2.1% | -4.1% | -2.8% |
| 3M | -0.2% | -4.4% | +4.2% | +1.1% |
| 6M | -8.9% | -10.1% | +1.2% | -5.9% |
| YTD | +3.3% | +5.2% | -1.8% | -0.1% |
| 1Y | +2.2% | +4.2% | -2.0% | -1.0% |
| 3Y | +22.4% | +70.1% | -47.7% | -3.8% |
| 5Y | +78.0% | +59.4% | +18.6% | +42.8% |
| All | +1,166.2% | +109.5% | +1,056.7% | +734.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling