+175.9%
CFG vs ENB
+68.0%
+107.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.4% |
| 30D | +0.4% | +3.4% | -3.0% | -0.7% |
| 3M | -12.6% | -6.1% | -6.5% | -10.9% |
| 6M | +0.6% | -10.0% | +10.7% | +3.9% |
| YTD | +12.4% | +4.7% | +7.8% | +8.5% |
| 1Y | +27.7% | +7.5% | +20.2% | +21.4% |
| All | +175.9% | +68.0% | +107.8% | +73.5% |
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