+477.8%
CMS vs ENB
+11,329.0%
-10,851.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +1.7% | -2.4% | +4.0% | +2.2% |
| 30D | +8.6% | +3.4% | +5.2% | +7.8% |
| 3M | -0.5% | -6.1% | +5.6% | +1.0% |
| 6M | -4.2% | -10.0% | +5.9% | -1.8% |
| YTD | +3.4% | +4.7% | -1.2% | +2.3% |
| 1Y | +0.4% | +7.5% | -7.1% | -1.4% |
| 3Y | +38.2% | +69.1% | -30.9% | +22.2% |
| 5Y | +35.4% | +50.4% | -15.0% | +22.5% |
| 10Y | +131.7% | +108.0% | +23.7% | +89.4% |
| All | +477.8% | +11,329.0% | -10,851.2% | +206.3% |
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