+22.1%
CTVA vs ENB
+7.5%
+14.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +4.9% | -0.2% | +5.2% | +5.0% |
| 30D | +11.9% | -2.2% | +14.2% | +12.8% |
| 3M | +13.7% | -10.5% | +24.2% | +18.5% |
| 6M | +13.1% | -5.1% | +18.2% | +15.1% |
| YTD | +32.0% | +9.0% | +23.0% | +25.4% |
| 1Y | +22.1% | +8.2% | +13.9% | +13.5% |
| All | +22.1% | +7.5% | +14.5% | +13.5% |
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