+308.6%
CFG vs ENB
+103.5%
+205.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -3.7% | -0.2% | -3.5% | -3.6% |
| 3M | +9.5% | -7.5% | +17.0% | +15.0% |
| 6M | +22.2% | -4.1% | +26.4% | +24.8% |
| YTD | +22.3% | +9.8% | +12.5% | +12.6% |
| 1Y | +39.4% | +8.7% | +30.8% | +29.1% |
| 3Y | +188.5% | +79.0% | +109.5% | +82.5% |
| 5Y | +101.5% | +69.1% | +32.5% | +32.2% |
| 10Y | +308.6% | +96.5% | +212.1% | +122.6% |
| All | +308.6% | +103.5% | +205.2% | +122.6% |
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