+181.4%
CFG vs ENB
+67.6%
+113.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | -3.8% | -2.2% | -1.6% | -3.0% |
| 3M | +11.5% | -10.5% | +22.0% | +16.6% |
| 6M | +19.2% | -5.1% | +24.3% | +21.2% |
| YTD | +23.7% | +9.0% | +14.7% | +16.8% |
| 1Y | +38.8% | +8.2% | +30.6% | +31.5% |
| All | +181.4% | +67.6% | +113.8% | +76.6% |
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 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