+47.7%
CI vs ENB
+46.5%
+1.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -1.6% | -5.2% | +3.6% | +0.1% |
| 30D | +5.4% | +2.2% | +3.2% | +4.7% |
| 3M | +7.3% | -8.1% | +15.3% | +10.0% |
| 6M | +5.3% | -11.2% | +16.5% | +9.2% |
| YTD | +8.5% | +2.0% | +6.5% | +7.0% |
| 1Y | +17.1% | +4.1% | +13.0% | +14.6% |
| 3Y | +1.4% | +64.7% | -63.3% | -15.9% |
| All | +47.7% | +46.5% | +1.2% | +31.1% |
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