-69.2%
CPNG vs ENB
+87.2%
-156.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -6.8% | +3.1% | -9.9% | -8.2% |
| 30D | +5.5% | +2.1% | +3.4% | +4.2% |
| 3M | -6.8% | -4.4% | -2.3% | -5.0% |
| 6M | -4.8% | -10.1% | +5.2% | -0.6% |
| YTD | -35.6% | +5.2% | -40.8% | -39.3% |
| 1Y | -46.8% | +4.2% | -51.0% | -49.6% |
| 3Y | -0.8% | +70.1% | -70.9% | -34.6% |
| 5Y | -42.9% | +59.4% | -102.2% | -58.4% |
| All | -69.2% | +87.2% | -156.4% | -76.3% |
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 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