+71.0%
CME vs ENB
+46.5%
+24.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +0.9% | -5.2% | +6.1% | +2.4% |
| 30D | +13.2% | +2.2% | +11.0% | +12.5% |
| 3M | +16.3% | -8.1% | +24.3% | +18.9% |
| 6M | +7.1% | -11.2% | +18.3% | +10.6% |
| YTD | +15.8% | +2.0% | +13.8% | +14.9% |
| 1Y | +17.1% | +4.1% | +13.0% | +15.5% |
| 3Y | +63.2% | +64.7% | -1.6% | +41.9% |
| All | +71.0% | +46.5% | +24.5% | +52.5% |
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 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