+206.6%
CFG vs ENB
+108.4%
+98.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.3% | +1.4% | +1.9% | +2.2% |
| 3M | -11.5% | -5.2% | -6.4% | -8.5% |
| 6M | +6.2% | -9.9% | +16.1% | +13.3% |
| YTD | +14.3% | +4.7% | +9.6% | +8.4% |
| 1Y | +26.7% | +2.8% | +24.0% | +21.6% |
| 3Y | +187.8% | +71.3% | +116.5% | +85.6% |
| 5Y | +61.3% | +58.6% | +2.7% | +9.8% |
| All | +206.6% | +108.4% | +98.2% | +70.7% |
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