+102.5%
CFG vs ENB
+69.5%
+33.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | -3.8% | -2.2% | -1.6% | -2.6% |
| 3M | +11.5% | -10.5% | +22.0% | +18.9% |
| 6M | +19.2% | -5.1% | +24.3% | +22.1% |
| YTD | +23.7% | +9.0% | +14.7% | +14.8% |
| 1Y | +38.8% | +8.2% | +30.6% | +29.2% |
| 3Y | +178.9% | +67.8% | +111.1% | +79.7% |
| All | +102.5% | +69.5% | +33.0% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling