+45.9%
CSCO vs ENB
+9.4%
+36.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -6.1% | +0.5% | -6.5% | -6.1% |
| 30D | -8.2% | +6.0% | -14.1% | -8.8% |
| 3M | -14.6% | -7.4% | -7.2% | -13.5% |
| 6M | +12.7% | -8.5% | +21.2% | +14.5% |
| YTD | +37.0% | +6.1% | +30.9% | +38.8% |
| 1Y | +45.9% | +9.4% | +36.5% | +49.2% |
| All | +45.9% | +9.4% | +36.5% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling