+11.7%
CMI vs ENB
+9.4%
+2.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.8% |
| 7D | -11.2% | +0.5% | -11.7% | -11.2% |
| 30D | -9.8% | +6.0% | -15.8% | -9.8% |
| 3M | -25.5% | -7.4% | -18.1% | -25.8% |
| 6M | -27.7% | -8.5% | -19.2% | -28.5% |
| YTD | -6.6% | +6.1% | -12.7% | -8.3% |
| 1Y | +11.7% | +9.4% | +2.3% | +8.7% |
| All | +11.7% | +9.4% | +2.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling