+1,907.2%
CVS vs ENB
+11,799.4%
-9,892.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.4% | -2.2% | -0.2% | -1.9% |
| 3M | +2.7% | -10.5% | +13.2% | +5.3% |
| 6M | +21.9% | -5.1% | +26.9% | +23.2% |
| YTD | +24.7% | +9.0% | +15.8% | +22.1% |
| 1Y | +35.4% | +8.2% | +27.2% | +32.8% |
| 3Y | +65.2% | +67.8% | -2.6% | +45.8% |
| 5Y | +30.5% | +69.4% | -38.8% | +14.6% |
| 10Y | +40.4% | +117.5% | -77.2% | +13.9% |
| All | +1,907.2% | +11,799.4% | -9,892.2% | +958.6% |
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