+4,683.6%
CVX vs ENB
+11,799.4%
-7,115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +12.9% | -2.2% | +15.1% | +13.9% |
| 3M | +11.7% | -10.5% | +22.2% | +17.0% |
| 6M | +14.1% | -5.1% | +19.2% | +16.6% |
| YTD | +40.7% | +9.0% | +31.7% | +35.3% |
| 1Y | +37.5% | +8.2% | +29.3% | +32.5% |
| 3Y | +43.9% | +67.8% | -23.8% | +14.3% |
| 5Y | +161.5% | +69.4% | +92.1% | +108.4% |
| 10Y | +215.1% | +117.5% | +97.6% | +127.8% |
| All | +4,683.6% | +11,799.4% | -7,115.7% | +2,278.5% |
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