+35,729.8%
CTSH vs ENB
+3,086.2%
+32,643.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.8% | -2.4% | +4.2% | +2.7% |
| 30D | +9.8% | +2.5% | +7.3% | +8.7% |
| 3M | +12.1% | -5.8% | +17.9% | +14.4% |
| 6M | +27.4% | -8.5% | +35.9% | +31.0% |
| YTD | -20.3% | +3.9% | -24.2% | -22.3% |
| 1Y | -8.8% | +3.7% | -12.5% | -11.2% |
| 3Y | +4.0% | +70.1% | -66.0% | -16.8% |
| 5Y | -12.2% | +53.2% | -65.4% | -27.3% |
| 10Y | +38.7% | +100.2% | -61.5% | +0.2% |
| All | +35,729.8% | +3,086.2% | +32,643.6% | +15,764.8% |
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