+280.6%
CME vs ENB
+98.3%
+182.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +4.7% | -1.1% | +5.8% | +5.1% |
| 3M | +7.8% | -8.5% | +16.3% | +11.4% |
| 6M | -11.0% | -4.5% | -6.4% | -9.6% |
| YTD | +4.0% | +9.1% | -5.1% | +0.3% |
| 1Y | +9.1% | +8.0% | +1.2% | +5.5% |
| 3Y | +52.3% | +77.8% | -25.5% | +20.4% |
| 5Y | +76.1% | +69.4% | +6.7% | +39.5% |
| 10Y | +280.6% | +100.5% | +180.1% | +155.9% |
| All | +280.6% | +98.3% | +182.3% | +155.9% |
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