+133.3%
CEG vs ENB
+67.2%
+66.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.4% | +10.2% |
| 7D | +7.3% | -3.7% | +11.0% | +8.3% |
| 30D | -7.4% | +1.7% | -9.1% | -7.7% |
| 3M | +2.5% | -6.3% | +8.7% | +3.9% |
| 6M | -8.8% | -9.2% | +0.4% | -6.8% |
| YTD | -21.5% | +3.1% | -24.6% | -22.3% |
| 1Y | -22.5% | +3.4% | -25.9% | -23.4% |
| 3Y | +133.3% | +68.9% | +64.4% | +101.5% |
| All | +133.3% | +67.2% | +66.1% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling