+31.8%
CVS vs ENB
+68.4%
-36.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -0.3% | -1.1% | +0.8% | +0.1% |
| 3M | -1.1% | -8.5% | +7.3% | +1.9% |
| 6M | +23.7% | -4.5% | +28.3% | +25.5% |
| YTD | +23.0% | +9.1% | +13.9% | +19.0% |
| 1Y | +37.2% | +8.0% | +29.2% | +33.1% |
| 3Y | +62.4% | +77.8% | -15.4% | +29.2% |
| 5Y | +31.8% | +69.4% | -37.5% | +8.2% |
| All | +31.8% | +68.4% | -36.6% | +8.2% |
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