+18.8%
CTVA vs ENB
+3.8%
+15.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.0% |
| 7D | -4.7% | -4.6% | -0.1% | -3.1% |
| 30D | +11.1% | -5.2% | +16.3% | +13.1% |
| 3M | +13.7% | -13.4% | +27.1% | +19.9% |
| 6M | +11.2% | -7.8% | +19.0% | +14.2% |
| YTD | +26.9% | +4.9% | +22.0% | +22.1% |
| 1Y | +18.8% | +3.2% | +15.6% | +16.8% |
| All | +18.8% | +3.8% | +15.1% | +16.8% |
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 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