-7.1%
CMG vs ENB
+68.0%
-75.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -2.1% | -4.7% | +2.6% | -1.6% |
| 30D | +10.9% | -5.9% | +16.8% | +11.6% |
| 3M | +15.8% | -14.2% | +30.1% | +17.8% |
| 6M | +6.9% | -8.6% | +15.5% | +7.8% |
| YTD | -2.2% | +3.9% | -6.1% | -3.7% |
| 1Y | -7.1% | +1.8% | -8.9% | -8.1% |
| 3Y | -7.1% | +68.5% | -75.6% | -14.8% |
| All | -7.1% | +68.0% | -75.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling