+131.5%
CNP vs ENB
+103.5%
+28.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | -0.8% | -0.2% | -0.6% | -0.7% |
| 3M | -3.6% | -7.5% | +3.9% | +0.4% |
| 6M | -6.9% | -4.1% | -2.8% | -5.0% |
| YTD | +6.4% | +9.8% | -3.4% | +0.8% |
| 1Y | +9.9% | +8.7% | +1.3% | +4.6% |
| 3Y | +53.1% | +79.0% | -25.9% | +10.1% |
| 5Y | +72.0% | +69.1% | +2.9% | +26.1% |
| 10Y | +131.5% | +96.5% | +35.0% | +51.6% |
| All | +131.5% | +103.5% | +28.0% | +51.6% |
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