-10.8%
CTSH vs ENB
+7.5%
-18.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.8% |
| 30D | +12.4% | -2.2% | +14.6% | +11.6% |
| 3M | +17.4% | -10.5% | +27.9% | +13.5% |
| 6M | -3.1% | -5.1% | +2.0% | -3.7% |
| YTD | -23.6% | +9.0% | -32.5% | -19.6% |
| 1Y | -10.8% | +8.2% | -19.0% | -6.2% |
| All | -10.8% | +7.5% | -18.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling