+1,460.5%
CIEN vs ENB
+98.3%
+1,362.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -4.6% | -0.3% | -4.2% | -4.4% |
| 30D | -12.8% | -1.1% | -11.7% | -12.6% |
| 3M | -23.1% | -8.5% | -14.6% | -20.6% |
| 6M | +6.1% | -4.5% | +10.7% | +7.8% |
| YTD | +44.5% | +9.1% | +35.4% | +38.9% |
| 1Y | +176.6% | +8.0% | +168.7% | +166.5% |
| 3Y | +601.0% | +77.8% | +523.1% | +441.8% |
| 5Y | +509.1% | +69.4% | +439.8% | +378.7% |
| 10Y | +1,460.5% | +100.5% | +1,360.0% | +969.1% |
| All | +1,460.5% | +98.3% | +1,362.2% | +969.1% |
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 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