+63.6%
CVS vs ENB
+79.6%
-16.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | -0.4% | -7.5% | +7.1% | +1.7% |
| 6M | +25.1% | -4.1% | +29.3% | +26.5% |
| YTD | +23.9% | +9.8% | +14.1% | +20.6% |
| 1Y | +41.1% | +8.7% | +32.4% | +37.7% |
| 3Y | +63.6% | +79.0% | -15.4% | +31.4% |
| All | +63.6% | +79.6% | -16.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling