+150.3%
CI vs ENB
+99.3%
+51.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.8% | +2.2% |
| 7D | +2.6% | -2.4% | +5.0% | +3.8% |
| 30D | +7.3% | +2.5% | +4.8% | +6.1% |
| 3M | +9.5% | -5.8% | +15.3% | +12.4% |
| 6M | +6.4% | -8.5% | +14.9% | +10.5% |
| YTD | +12.0% | +3.9% | +8.1% | +8.9% |
| 1Y | +20.1% | +3.7% | +16.4% | +16.8% |
| 3Y | +9.6% | +70.1% | -60.5% | -17.4% |
| 5Y | +52.7% | +53.2% | -0.5% | +19.2% |
| 10Y | +150.3% | +100.2% | +50.1% | +58.9% |
| All | +150.3% | +99.3% | +51.0% | +58.9% |
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