+377.3%
CSCO vs ENB
+98.3%
+279.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -10.7% | -1.1% | -9.6% | -10.4% |
| 3M | -8.7% | -8.5% | -0.3% | -5.8% |
| 6M | +44.9% | -4.5% | +49.5% | +47.1% |
| YTD | +44.1% | +9.1% | +35.0% | +38.4% |
| 1Y | +65.9% | +8.0% | +57.9% | +59.7% |
| 3Y | +109.0% | +77.8% | +31.2% | +61.8% |
| 5Y | +114.8% | +69.4% | +45.4% | +68.0% |
| 10Y | +377.3% | +100.5% | +276.9% | +216.2% |
| All | +377.3% | +98.3% | +279.1% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling