+158.7%
CI vs ENB
+100.6%
+58.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.4% |
| 7D | -1.6% | -5.2% | +3.6% | +0.9% |
| 30D | +5.4% | +2.2% | +3.2% | +4.3% |
| 3M | +7.3% | -8.1% | +15.3% | +11.3% |
| 6M | +5.3% | -11.2% | +16.5% | +10.9% |
| YTD | +8.5% | +2.0% | +6.5% | +6.4% |
| 1Y | +17.1% | +4.1% | +13.0% | +13.7% |
| 3Y | +1.4% | +64.7% | -63.3% | -22.3% |
| 5Y | +50.5% | +46.6% | +3.9% | +20.1% |
| All | +158.7% | +100.6% | +58.2% | +65.9% |
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