+324.2%
CSCO vs ENB
+99.3%
+225.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -3.7% |
| 30D | -17.1% | +2.5% | -19.6% | -17.9% |
| 3M | -19.6% | -5.8% | -13.8% | -17.8% |
| 6M | +2.4% | -8.5% | +10.9% | +5.7% |
| YTD | +29.8% | +3.9% | +25.9% | +26.9% |
| 1Y | +38.7% | +3.7% | +35.0% | +35.6% |
| 3Y | +101.3% | +70.1% | +31.3% | +58.4% |
| 5Y | +94.8% | +53.2% | +41.6% | +58.6% |
| 10Y | +324.2% | +100.2% | +224.0% | +182.2% |
| All | +324.2% | +99.3% | +225.0% | +182.2% |
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