+231.7%
CTVA vs ENB
+113.0%
+118.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +4.9% | -0.2% | +5.2% | +5.1% |
| 30D | +11.9% | -2.2% | +14.2% | +13.3% |
| 3M | +13.7% | -10.5% | +24.2% | +21.0% |
| 6M | +13.1% | -5.1% | +18.2% | +16.1% |
| YTD | +32.0% | +9.0% | +23.0% | +24.4% |
| 1Y | +22.1% | +8.2% | +13.9% | +15.6% |
| 3Y | +77.5% | +67.8% | +9.7% | +27.2% |
| 5Y | +106.3% | +69.4% | +36.9% | +45.7% |
| All | +231.7% | +113.0% | +118.6% | +107.1% |
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