+5,556.5%
CNQ vs ENB
+2,760.1%
+2,796.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.3% |
| 7D | +0.1% | -4.7% | +4.8% | +4.5% |
| 30D | +6.2% | -5.9% | +12.1% | +12.2% |
| 3M | +12.4% | -14.2% | +26.6% | +29.3% |
| 6M | +9.0% | -8.6% | +17.6% | +17.9% |
| YTD | +52.2% | +3.9% | +48.3% | +45.9% |
| 1Y | +65.0% | +1.8% | +63.2% | +60.8% |
| 3Y | +78.8% | +68.5% | +10.3% | +6.5% |
| 5Y | +286.0% | +62.4% | +223.5% | +142.5% |
| 10Y | +420.7% | +90.9% | +329.8% | +196.7% |
| All | +5,556.5% | +2,760.1% | +2,796.4% | +845.3% |
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