+19,339.2%
CMI vs ENB
+11,245.8%
+8,093.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -0.7% | -4.7% | +3.9% | +1.1% |
| 30D | -12.4% | -5.9% | -6.5% | -10.4% |
| 3M | -14.8% | -14.2% | -0.5% | -9.9% |
| 6M | +0.8% | -8.6% | +9.4% | +3.8% |
| YTD | +10.2% | +3.9% | +6.3% | +7.7% |
| 1Y | +37.4% | +1.8% | +35.6% | +35.2% |
| 3Y | +153.3% | +68.5% | +84.8% | +102.9% |
| 5Y | +167.6% | +62.4% | +105.2% | +116.8% |
| 10Y | +514.4% | +90.9% | +423.4% | +348.5% |
| All | +19,339.2% | +11,245.8% | +8,093.4% | +8,489.0% |
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