+105.1%
CTVA vs ENB
+68.4%
+36.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | +11.1% | -1.1% | +12.1% | +11.6% |
| 3M | +13.2% | -8.5% | +21.7% | +18.6% |
| 6M | +8.7% | -4.5% | +13.3% | +11.0% |
| YTD | +27.3% | +9.1% | +18.2% | +20.1% |
| 1Y | +18.0% | +8.0% | +10.0% | +12.1% |
| 3Y | +76.5% | +77.8% | -1.3% | +21.6% |
| 5Y | +105.1% | +69.4% | +35.7% | +44.3% |
| All | +105.1% | +68.4% | +36.7% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling