+7,463.6%
CI vs ENB
+11,799.4%
-4,335.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +4.4% | -2.2% | +6.7% | +5.2% |
| 3M | +0.7% | -10.5% | +11.2% | +4.2% |
| 6M | +0.3% | -5.1% | +5.4% | +1.8% |
| YTD | +3.8% | +9.0% | -5.1% | +0.6% |
| 1Y | -5.5% | +8.2% | -13.7% | -8.3% |
| 3Y | +8.1% | +67.8% | -59.6% | -9.3% |
| 5Y | +42.8% | +69.4% | -26.6% | +18.6% |
| 10Y | +143.9% | +117.5% | +26.4% | +83.5% |
| All | +7,463.6% | +11,799.4% | -4,335.8% | +3,238.3% |
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