+25,810.5%
CTAS vs ENB
+11,039.2%
+14,771.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | +1.2% | -5.2% | +6.4% | +2.7% |
| 30D | +12.8% | +2.2% | +10.6% | +12.0% |
| 3M | +10.3% | -8.1% | +18.3% | +12.9% |
| 6M | +32.0% | -11.2% | +43.2% | +36.4% |
| YTD | +19.1% | +2.0% | +17.1% | +18.0% |
| 1Y | +21.5% | +4.1% | +17.4% | +19.6% |
| 3Y | +76.0% | +64.7% | +11.3% | +50.9% |
| 5Y | +110.9% | +46.6% | +64.3% | +86.2% |
| 10Y | +849.8% | +102.7% | +747.1% | +652.6% |
| All | +25,810.5% | +11,039.2% | +14,771.3% | +13,166.6% |
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 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