+218.9%
CTVA vs ENB
+105.1%
+113.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.9% |
| 7D | -4.7% | -4.6% | -0.1% | -2.1% |
| 30D | +11.1% | -5.2% | +16.3% | +14.4% |
| 3M | +13.7% | -13.4% | +27.1% | +23.3% |
| 6M | +11.2% | -7.8% | +19.0% | +16.0% |
| YTD | +26.9% | +4.9% | +22.0% | +22.2% |
| 1Y | +18.8% | +3.2% | +15.6% | +15.6% |
| 3Y | +75.9% | +71.0% | +5.0% | +24.5% |
| 5Y | +105.2% | +64.0% | +41.2% | +47.6% |
| All | +218.9% | +105.1% | +113.9% | +103.4% |
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