+76.0%
CTAS vs ENB
+63.8%
+12.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | +1.2% | -5.2% | +6.4% | +2.9% |
| 30D | +12.8% | +2.2% | +10.6% | +12.0% |
| 3M | +10.3% | -8.1% | +18.3% | +13.2% |
| 6M | +32.0% | -11.2% | +43.2% | +37.0% |
| YTD | +19.1% | +2.0% | +17.1% | +17.7% |
| 1Y | +21.5% | +4.1% | +17.4% | +19.0% |
| 3Y | +76.0% | +64.7% | +11.3% | +56.6% |
| All | +76.0% | +63.8% | +12.3% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling