+683.8%
CTAS vs ENB
+98.3%
+585.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.6% |
| 3M | +11.5% | -8.5% | +20.0% | +16.3% |
| 6M | +0.2% | -4.5% | +4.7% | +2.2% |
| YTD | +7.2% | +9.1% | -1.9% | +1.9% |
| 1Y | 0.0% | +8.0% | -8.0% | -4.5% |
| 3Y | +65.9% | +77.8% | -11.9% | +21.6% |
| 5Y | +109.6% | +69.4% | +40.2% | +55.3% |
| 10Y | +683.8% | +100.5% | +583.3% | +391.5% |
| All | +683.8% | +98.3% | +585.5% | +391.5% |
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