+217.2%
CVX vs ENB
+94.4%
+122.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +2.3% |
| 7D | +0.7% | -4.6% | +5.2% | +4.0% |
| 30D | +9.1% | -5.2% | +14.3% | +13.2% |
| 3M | +13.1% | -13.4% | +26.5% | +25.2% |
| 6M | +16.3% | -7.8% | +24.1% | +22.7% |
| YTD | +43.5% | +4.9% | +38.6% | +37.3% |
| 1Y | +40.2% | +3.2% | +36.9% | +35.4% |
| 3Y | +44.2% | +71.0% | -26.7% | -6.6% |
| 5Y | +170.6% | +64.0% | +106.6% | +80.6% |
| All | +217.2% | +94.4% | +122.8% | +77.9% |
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