+34,247.0%
CTSH vs ENB
+3,241.6%
+31,005.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +12.4% | -2.2% | +14.6% | +13.2% |
| 3M | +17.4% | -10.5% | +27.9% | +22.0% |
| 6M | -3.1% | -5.1% | +2.0% | -1.8% |
| YTD | -23.6% | +9.0% | -32.5% | -26.8% |
| 1Y | -10.8% | +8.2% | -19.0% | -14.4% |
| 3Y | -8.3% | +67.8% | -76.1% | -26.3% |
| 5Y | -11.3% | +69.4% | -80.7% | -29.3% |
| 10Y | +22.6% | +117.5% | -94.9% | -14.2% |
| All | +34,247.0% | +3,241.6% | +31,005.3% | +14,862.7% |
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