+299.5%
CME vs ENB
+99.8%
+199.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -0.6% | -3.7% | +3.1% | +0.8% |
| 30D | +8.5% | +1.7% | +6.8% | +7.8% |
| 3M | +16.0% | -6.3% | +22.3% | +18.8% |
| 6M | +9.3% | -9.2% | +18.5% | +13.2% |
| YTD | +15.3% | +3.1% | +12.2% | +13.4% |
| 1Y | +14.4% | +3.4% | +11.0% | +12.3% |
| 3Y | +59.9% | +68.9% | -9.0% | +28.6% |
| 5Y | +69.4% | +51.7% | +17.7% | +39.9% |
| 10Y | +299.5% | +98.3% | +201.2% | +170.5% |
| All | +299.5% | +99.8% | +199.7% | +170.5% |
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