+1,860.4%
CNP vs ENB
+11,039.2%
-9,178.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.5% |
| 7D | -4.2% | -5.2% | +1.0% | -2.7% |
| 30D | +5.5% | +2.2% | +3.3% | +4.8% |
| 3M | +0.6% | -8.1% | +8.6% | +3.1% |
| 6M | -2.8% | -11.2% | +8.3% | +0.6% |
| YTD | +7.9% | +2.0% | +5.9% | +7.1% |
| 1Y | +6.7% | +4.1% | +2.6% | +5.2% |
| 3Y | +61.1% | +64.7% | -3.6% | +38.3% |
| 5Y | +73.0% | +46.6% | +26.4% | +53.2% |
| 10Y | +141.9% | +102.7% | +39.2% | +93.1% |
| All | +1,860.4% | +11,039.2% | -9,178.8% | +1,044.2% |
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