+4,577.2%
CNC vs ENB
+2,199.7%
+2,377.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | +3.5% | -0.2% | +3.8% | +3.6% |
| 30D | +0.1% | -2.2% | +2.3% | +0.9% |
| 3M | +6.9% | -10.5% | +17.4% | +11.1% |
| 6M | +49.0% | -5.1% | +54.1% | +51.2% |
| YTD | +62.9% | +9.0% | +54.0% | +56.6% |
| 1Y | +134.0% | +8.2% | +125.8% | +125.3% |
| 3Y | +9.4% | +67.8% | -58.3% | -11.8% |
| 5Y | +4.1% | +69.4% | -65.2% | -17.1% |
| 10Y | +95.4% | +117.5% | -22.1% | +36.3% |
| All | +4,577.2% | +2,199.7% | +2,377.5% | +1,392.4% |
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