+23,259.8%
CTAS vs ENB
+11,799.4%
+11,460.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -0.2% | -2.2% | +2.0% | +0.4% |
| 3M | +11.7% | -10.5% | +22.2% | +15.3% |
| 6M | +0.7% | -5.1% | +5.8% | +2.1% |
| YTD | +7.4% | +9.0% | -1.6% | +4.4% |
| 1Y | -2.1% | +8.2% | -10.3% | -4.7% |
| 3Y | +62.9% | +67.8% | -4.8% | +38.9% |
| 5Y | +111.9% | +69.4% | +42.5% | +79.6% |
| 10Y | +652.2% | +117.5% | +534.7% | +483.9% |
| All | +23,259.8% | +11,799.4% | +11,460.4% | +11,639.7% |
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