-69.3%
CPNG vs ENB
+84.9%
-154.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.6% |
| 7D | -1.1% | -4.7% | +3.5% | +1.2% |
| 30D | -7.4% | -5.9% | -1.5% | -4.7% |
| 3M | -12.3% | -14.2% | +1.9% | -5.6% |
| 6M | -19.4% | -8.6% | -10.9% | -16.7% |
| YTD | -35.9% | +3.9% | -39.8% | -39.1% |
| 1Y | -53.4% | +1.8% | -55.2% | -55.3% |
| 3Y | -20.0% | +68.5% | -88.5% | -47.1% |
| 5Y | -49.6% | +62.4% | -112.0% | -63.4% |
| All | -69.3% | +84.9% | -154.2% | -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