+40.0%
CVS vs ENB
+92.6%
-52.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -0.6% |
| 30D | -0.1% | -5.9% | +5.8% | +2.0% |
| 3M | -5.2% | -14.2% | +9.0% | -0.2% |
| 6M | +26.9% | -8.6% | +35.5% | +30.6% |
| YTD | +22.1% | +3.9% | +18.2% | +20.1% |
| 1Y | +30.8% | +1.8% | +29.0% | +29.5% |
| 3Y | +54.4% | +68.5% | -14.1% | +27.3% |
| 5Y | +33.4% | +62.4% | -29.1% | +10.6% |
| All | +40.0% | +92.6% | -52.5% | +3.4% |
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