+22.5%
CTSH vs ENB
+103.5%
-81.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.2% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +13.7% | -7.5% | +21.3% | +17.1% |
| 6M | -8.4% | -4.1% | -4.3% | -7.4% |
| YTD | -26.5% | +9.8% | -36.3% | -30.4% |
| 1Y | -13.9% | +8.7% | -22.6% | -18.2% |
| 3Y | -11.3% | +79.0% | -90.3% | -33.8% |
| 5Y | -14.8% | +69.1% | -83.9% | -35.1% |
| 10Y | +22.5% | +96.5% | -74.0% | -20.4% |
| All | +22.5% | +103.5% | -81.0% | -20.4% |
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