+320.3%
CFG vs ENB
+85.6%
+234.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.4% |
| 7D | -2.2% | -2.4% | +0.2% | -0.8% |
| 30D | +0.4% | +3.4% | -3.0% | -1.5% |
| 3M | -12.6% | -6.1% | -6.5% | -9.6% |
| 6M | +0.6% | -10.0% | +10.7% | +6.1% |
| YTD | +12.4% | +4.7% | +7.8% | +8.0% |
| 1Y | +27.7% | +7.5% | +20.2% | +20.5% |
| 3Y | +172.4% | +69.1% | +103.2% | +94.8% |
| 5Y | +64.0% | +50.4% | +13.6% | +25.6% |
| 10Y | +252.8% | +108.0% | +144.9% | +122.5% |
| All | +320.3% | +85.6% | +234.7% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling