+1,760.0%
CVS vs ENB
+11,245.9%
-9,485.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +4.2% |
| 7D | -2.6% | -2.4% | -0.2% | -2.1% |
| 30D | +4.0% | +2.5% | +1.6% | +3.4% |
| 3M | -6.3% | -5.8% | -0.5% | -5.1% |
| 6M | -0.4% | -8.5% | +8.1% | +1.5% |
| YTD | +15.6% | +3.9% | +11.7% | +14.3% |
| 1Y | +18.3% | +3.7% | +14.6% | +17.0% |
| 3Y | +47.3% | +70.1% | -22.8% | +29.6% |
| 5Y | +13.2% | +53.2% | -40.0% | +1.6% |
| 10Y | +57.2% | +100.2% | -43.0% | +29.9% |
| All | +1,760.0% | +11,245.9% | -9,485.8% | +890.7% |
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 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