+71.6%
CRH vs ENB
+68.0%
+3.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -6.1% | -4.7% | -1.4% | -4.6% |
| 30D | -9.3% | -5.9% | -3.4% | -7.5% |
| 3M | -15.2% | -14.2% | -0.9% | -10.6% |
| 6M | -14.2% | -8.6% | -5.6% | -12.2% |
| YTD | -28.3% | +3.9% | -32.1% | -30.7% |
| 1Y | -21.8% | +1.8% | -23.6% | -23.8% |
| 3Y | +71.6% | +68.5% | +3.1% | +24.4% |
| All | +71.6% | +68.0% | +3.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling