+130.0%
CVX vs ENB
+58.6%
+71.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +3.4% | +3.1% | +0.3% | +1.4% |
| 30D | -1.0% | +2.1% | -3.1% | -2.3% |
| 3M | +12.2% | -4.4% | +16.6% | +15.3% |
| 6M | +20.3% | -10.1% | +30.4% | +28.3% |
| YTD | +48.3% | +5.2% | +43.1% | +42.3% |
| 1Y | +46.9% | +4.2% | +42.7% | +41.7% |
| 3Y | +73.1% | +70.1% | +3.0% | +13.6% |
| All | +130.0% | +58.6% | +71.4% | +61.7% |
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 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