+639.7%
CEG vs ENB
+59.1%
+580.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +11.0% | -0.2% | +11.2% | +10.9% |
| 3M | +19.5% | -7.5% | +27.0% | +23.6% |
| 6M | -5.9% | -4.1% | -1.7% | -4.4% |
| YTD | -15.0% | +9.8% | -24.8% | -19.5% |
| 1Y | +0.6% | +8.7% | -8.1% | -4.5% |
| 3Y | +180.6% | +79.0% | +101.6% | +95.4% |
| All | +639.7% | +59.1% | +580.6% | +484.1% |
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