+166.0%
CVX vs ENB
+71.0%
+94.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | +13.4% | -0.2% | +13.6% | +13.5% |
| 3M | +11.8% | -7.5% | +19.3% | +17.4% |
| 6M | +12.4% | -4.1% | +16.6% | +15.2% |
| YTD | +41.5% | +9.8% | +31.7% | +32.3% |
| 1Y | +41.6% | +8.7% | +32.9% | +33.0% |
| 3Y | +42.2% | +79.0% | -36.8% | -9.6% |
| 5Y | +166.0% | +69.1% | +96.9% | +77.4% |
| All | +166.0% | +71.0% | +94.9% | +77.4% |
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 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