+459.7%
CMS vs ENB
+11,799.4%
-11,339.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -3.6% | -2.2% | -1.4% | -3.1% |
| 3M | -1.9% | -10.5% | +8.6% | +0.6% |
| 6M | -11.0% | -5.1% | -5.9% | -9.9% |
| YTD | +0.2% | +9.0% | -8.8% | -1.9% |
| 1Y | -1.3% | +8.2% | -9.5% | -3.2% |
| 3Y | +35.9% | +67.8% | -31.8% | +20.3% |
| 5Y | +23.1% | +69.4% | -46.3% | +8.4% |
| 10Y | +117.9% | +117.5% | +0.4% | +76.2% |
| All | +459.7% | +11,799.4% | -11,339.7% | +193.9% |
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