+115.8%
CMS vs ENB
+103.5%
+12.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -3.2% | -0.2% | -2.9% | -3.1% |
| 3M | -2.2% | -7.5% | +5.3% | +0.1% |
| 6M | -9.4% | -4.1% | -5.3% | -8.3% |
| YTD | +0.7% | +9.8% | -9.1% | -2.3% |
| 1Y | +0.4% | +8.7% | -8.3% | -2.4% |
| 3Y | +35.2% | +79.0% | -43.8% | +13.1% |
| 5Y | +24.1% | +69.1% | -45.0% | +5.3% |
| 10Y | +115.8% | +96.5% | +19.3% | +72.5% |
| All | +115.8% | +103.5% | +12.3% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling