+5,984.3%
CRH vs ENB
+11,355.1%
-5,370.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -0.5% |
| 7D | -4.8% | -4.6% | -0.2% | -3.1% |
| 30D | -13.1% | -5.2% | -7.9% | -11.5% |
| 3M | -12.0% | -13.4% | +1.4% | -7.4% |
| 6M | -16.9% | -7.8% | -9.1% | -14.7% |
| YTD | -29.0% | +4.9% | -33.9% | -30.7% |
| 1Y | -20.3% | +3.2% | -23.6% | -21.9% |
| 3Y | +69.2% | +71.0% | -1.7% | +36.9% |
| 5Y | +94.6% | +64.0% | +30.6% | +60.0% |
| 10Y | +250.3% | +92.8% | +157.5% | +165.8% |
| All | +5,984.3% | +11,355.1% | -5,370.8% | +3,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling