+108.1%
CSCO vs ENB
+79.0%
+29.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -10.1% | -2.2% | -7.9% | -9.7% |
| 3M | -15.7% | -10.5% | -5.2% | -13.5% |
| 6M | +36.3% | -5.1% | +41.3% | +37.8% |
| YTD | +43.8% | +9.0% | +34.9% | +40.5% |
| 1Y | +63.9% | +8.2% | +55.7% | +60.2% |
| All | +108.1% | +79.0% | +29.1% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling