+94.1%
CRH vs ENB
+61.6%
+32.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | -6.1% | -4.7% | -1.4% | -3.8% |
| 30D | -9.3% | -5.9% | -3.4% | -6.6% |
| 3M | -15.2% | -14.2% | -0.9% | -8.4% |
| 6M | -14.2% | -8.6% | -5.6% | -10.9% |
| YTD | -28.3% | +3.9% | -32.1% | -31.1% |
| 1Y | -21.8% | +1.8% | -23.6% | -24.1% |
| 3Y | +71.6% | +68.5% | +3.1% | +18.6% |
| All | +94.1% | +61.6% | +32.5% | +34.3% |
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 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