+237.0%
CFG vs ENB
+99.8%
+137.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.2% |
| 7D | +0.3% | -3.7% | +3.9% | +2.9% |
| 30D | +3.2% | +1.7% | +1.5% | +1.9% |
| 3M | -9.7% | -6.3% | -3.4% | -5.9% |
| 6M | +3.6% | -9.2% | +12.8% | +9.8% |
| YTD | +14.7% | +3.1% | +11.6% | +9.9% |
| 1Y | +29.6% | +3.4% | +26.2% | +23.8% |
| 3Y | +190.6% | +68.9% | +121.6% | +89.7% |
| 5Y | +67.1% | +51.7% | +15.4% | +17.6% |
| 10Y | +237.0% | +98.3% | +138.7% | +86.4% |
| All | +237.0% | +99.8% | +137.2% | +86.4% |
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