+60.0%
CSGP vs ENB
+109.5%
-49.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +1.3% | +3.1% | -1.8% | +0.2% |
| 30D | +2.8% | +2.1% | +0.7% | +2.0% |
| 3M | -6.3% | -4.4% | -1.9% | -5.0% |
| 6M | -3.2% | -10.1% | +6.9% | +0.3% |
| YTD | -54.0% | +5.2% | -59.1% | -55.2% |
| 1Y | -54.8% | +4.2% | -59.1% | -56.0% |
| 3Y | -60.6% | +70.1% | -130.7% | -68.3% |
| 5Y | -62.6% | +59.4% | -122.0% | -69.4% |
| All | +60.0% | +109.5% | -49.4% | +8.3% |
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