+4,100.0%
CMG vs ENB
+699.3%
+3,400.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +12.7% | -0.2% | +12.9% | +12.7% |
| 3M | +26.3% | -7.5% | +33.8% | +29.8% |
| 6M | +4.5% | -4.1% | +8.6% | +5.7% |
| YTD | -0.1% | +9.8% | -9.9% | -4.5% |
| 1Y | -6.8% | +8.7% | -15.5% | -10.6% |
| 3Y | -5.0% | +79.0% | -84.0% | -26.1% |
| 5Y | -3.0% | +69.1% | -72.1% | -23.4% |
| 10Y | +323.6% | +96.5% | +227.1% | +199.3% |
| All | +4,100.0% | +699.3% | +3,400.7% | +1,247.8% |
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