+60.4%
CVS vs ENB
+109.5%
-49.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +6.6% | +3.1% | +3.4% | +5.5% |
| 30D | -0.4% | +2.1% | -2.6% | -1.2% |
| 3M | -5.3% | -4.4% | -0.8% | -3.9% |
| 6M | -7.7% | -10.1% | +2.3% | -4.5% |
| YTD | +16.0% | +5.2% | +10.9% | +13.5% |
| 1Y | +16.2% | +4.2% | +12.0% | +14.0% |
| 3Y | +47.6% | +70.1% | -22.5% | +21.0% |
| 5Y | +12.3% | +59.4% | -47.1% | -6.5% |
| All | +60.4% | +109.5% | -49.0% | +18.7% |
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