+110.5%
CNC vs ENB
+9.4%
+101.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.3% | +13.0% | +12.6% |
| 7D | +13.4% | +0.5% | +12.9% | +13.4% |
| 30D | +18.2% | +6.0% | +12.3% | +18.8% |
| 3M | +18.6% | -7.4% | +26.0% | +17.6% |
| 6M | +41.9% | -8.5% | +50.4% | +41.0% |
| YTD | +84.7% | +6.1% | +78.6% | +93.4% |
| 1Y | +110.5% | +9.4% | +101.1% | +124.7% |
| All | +110.5% | +9.4% | +101.1% | +124.7% |
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