+4.1%
CI vs ENB
+68.0%
-63.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +1.6% |
| 30D | +9.9% | +3.4% | +6.5% | +8.9% |
| 3M | +12.1% | -6.1% | +18.2% | +13.8% |
| 6M | +10.6% | -10.0% | +20.7% | +13.6% |
| YTD | +11.4% | +4.7% | +6.7% | +9.2% |
| 1Y | +18.8% | +7.5% | +11.3% | +15.4% |
| All | +4.1% | +68.0% | -63.9% | -8.6% |
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