+3.9%
CTSH vs ENB
+67.2%
-63.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -2.3% | -3.7% | +1.4% | -2.0% |
| 30D | +7.4% | +1.7% | +5.7% | +7.2% |
| 3M | +10.9% | -6.3% | +17.2% | +11.4% |
| 6M | +24.7% | -9.2% | +33.9% | +25.4% |
| YTD | -22.0% | +3.1% | -25.1% | -23.7% |
| 1Y | -11.2% | +3.4% | -14.5% | -13.3% |
| 3Y | +3.9% | +68.9% | -65.1% | -15.6% |
| All | +3.9% | +67.2% | -63.4% | -15.6% |
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