+818.4%
CTAS vs ENB
+99.3%
+719.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.9% |
| 30D | +11.3% | +2.5% | +8.8% | +9.9% |
| 3M | +11.4% | -5.8% | +17.2% | +14.5% |
| 6M | +35.6% | -8.5% | +44.1% | +41.2% |
| YTD | +20.7% | +3.9% | +16.8% | +17.4% |
| 1Y | +22.8% | +3.7% | +19.1% | +19.5% |
| 3Y | +73.4% | +70.1% | +3.4% | +29.7% |
| 5Y | +117.6% | +53.2% | +64.4% | +69.5% |
| 10Y | +818.4% | +100.2% | +718.2% | +473.8% |
| All | +818.4% | +99.3% | +719.2% | +473.8% |
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