+1,867.7%
CNP vs ENB
+11,160.3%
-9,292.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -4.3% | -3.7% | -0.7% | -3.2% |
| 30D | +5.7% | +1.7% | +4.0% | +5.2% |
| 3M | +0.9% | -6.3% | +7.2% | +2.9% |
| 6M | -1.1% | -9.2% | +8.1% | +1.8% |
| YTD | +8.3% | +3.1% | +5.2% | +7.1% |
| 1Y | +5.9% | +3.4% | +2.5% | +4.7% |
| 3Y | +64.6% | +68.9% | -4.3% | +40.2% |
| 5Y | +74.6% | +51.7% | +22.9% | +53.1% |
| 10Y | +139.8% | +98.3% | +41.5% | +92.2% |
| All | +1,867.7% | +11,160.3% | -9,292.7% | +1,044.6% |
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 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