+7,496.8%
CME vs ENB
+1,906.8%
+5,590.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | +10.2% | +2.5% | +7.7% | +8.9% |
| 3M | +17.8% | -5.8% | +23.6% | +20.7% |
| 6M | +11.0% | -8.5% | +19.5% | +15.0% |
| YTD | +17.0% | +3.9% | +13.2% | +14.4% |
| 1Y | +15.8% | +3.7% | +12.1% | +13.2% |
| 3Y | +61.8% | +70.1% | -8.3% | +25.8% |
| 5Y | +72.5% | +53.2% | +19.3% | +37.9% |
| 10Y | +288.0% | +100.2% | +187.8% | +159.1% |
| All | +7,496.8% | +1,906.8% | +5,590.0% | +1,549.9% |
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 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