+7,663.3%
CME vs ENB
+1,913.1%
+5,750.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.5% | -1.8% | +4.2% | +3.3% |
| 30D | +13.9% | +2.0% | +11.9% | +12.9% |
| 3M | +22.4% | -5.8% | +28.2% | +25.5% |
| 6M | +12.9% | -9.7% | +22.6% | +17.7% |
| YTD | +19.6% | +4.2% | +15.4% | +16.8% |
| 1Y | +17.7% | +3.2% | +14.5% | +15.3% |
| 3Y | +65.3% | +70.6% | -5.3% | +28.4% |
| 5Y | +75.1% | +55.1% | +20.0% | +39.2% |
| 10Y | +305.8% | +107.6% | +198.2% | +166.4% |
| All | +7,663.3% | +1,913.1% | +5,750.2% | +1,583.8% |
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