-50.5%
CPNG vs ENB
+61.6%
-112.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.6% |
| 7D | -1.1% | -4.7% | +3.5% | +1.3% |
| 30D | -7.4% | -5.9% | -1.5% | -4.6% |
| 3M | -12.3% | -14.2% | +1.9% | -5.4% |
| 6M | -19.4% | -8.6% | -10.9% | -16.6% |
| YTD | -35.9% | +3.9% | -39.8% | -39.3% |
| 1Y | -53.4% | +1.8% | -55.2% | -55.4% |
| 3Y | -20.0% | +68.5% | -88.5% | -48.6% |
| All | -50.5% | +61.6% | -112.0% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling