-9.6%
CDNS vs ENB
-9.1%
-0.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | -0.1% | -1.8% | +1.7% | -1.0% |
| 30D | -5.5% | +2.0% | -7.5% | -4.4% |
| 3M | +0.5% | -5.8% | +6.3% | -1.5% |
| 6M | -9.6% | -9.7% | +0.1% | -14.3% |
| All | -9.6% | -9.1% | -0.4% | -14.3% |
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 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