+4,861.3%
CVX vs ENB
+11,329.0%
-6,467.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -0.6% | +1.4% | -2.0% | -1.2% |
| 3M | +11.0% | -5.2% | +16.2% | +13.5% |
| 6M | +18.4% | -9.9% | +28.4% | +23.7% |
| YTD | +45.9% | +4.7% | +41.3% | +42.7% |
| 1Y | +46.7% | +2.8% | +43.9% | +44.5% |
| 3Y | +71.6% | +71.3% | +0.3% | +35.3% |
| 5Y | +131.4% | +58.6% | +72.8% | +89.5% |
| 10Y | +209.3% | +108.5% | +100.9% | +127.8% |
| All | +4,861.3% | +11,329.0% | -6,467.7% | +2,408.1% |
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