+38.8%
CFG vs ENB
+7.5%
+31.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | -0.2% | +1.8% | +1.5% |
| 30D | -3.8% | -2.2% | -1.6% | -3.7% |
| 3M | +11.5% | -10.5% | +22.0% | +12.1% |
| 6M | +19.2% | -5.1% | +24.3% | +20.1% |
| YTD | +23.7% | +9.0% | +14.7% | +23.9% |
| 1Y | +38.8% | +8.2% | +30.6% | +40.3% |
| All | +38.8% | +7.5% | +31.3% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling