+67.3%
CSGP vs ENB
+99.8%
-32.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | -1.8% | -3.7% | +1.8% | -0.5% |
| 30D | +5.3% | +1.7% | +3.6% | +4.7% |
| 3M | +3.3% | -6.3% | +9.6% | +5.5% |
| 6M | -4.7% | -9.2% | +4.5% | -1.7% |
| YTD | -53.5% | +3.1% | -56.6% | -54.5% |
| 1Y | -53.7% | +3.4% | -57.1% | -54.8% |
| 3Y | -59.7% | +68.9% | -128.7% | -67.5% |
| 5Y | -62.5% | +51.7% | -114.2% | -68.6% |
| 10Y | +67.3% | +98.3% | -31.1% | +19.7% |
| All | +67.3% | +99.8% | -32.5% | +19.7% |
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