+3,446.1%
CSGP vs ENB
+3,055.4%
+390.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +18.3% | +0.5% | +17.8% | +18.1% |
| 30D | +17.8% | +6.0% | +11.8% | +15.6% |
| 3M | +9.3% | -7.4% | +16.7% | +11.7% |
| 6M | -7.9% | -8.5% | +0.6% | -5.5% |
| YTD | -51.5% | +6.1% | -57.7% | -52.8% |
| 1Y | -53.3% | +9.4% | -62.7% | -55.1% |
| 3Y | -57.9% | +71.5% | -129.4% | -65.2% |
| 5Y | -61.3% | +57.5% | -118.8% | -67.3% |
| 10Y | +77.5% | +110.9% | -33.3% | +31.6% |
| All | +3,446.1% | +3,055.4% | +390.8% | +1,637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling