+96.5%
ENB vs CAPR
-77.1%
+173.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.4% |
| 30D | -0.2% | +121.5% | -121.7% | -1.3% |
| 3M | -7.5% | -65.4% | +57.9% | -7.1% |
| 6M | -4.1% | -67.5% | +63.4% | -3.7% |
| YTD | +9.8% | -68.6% | +78.4% | +10.2% |
| 1Y | +8.7% | +42.7% | -34.0% | +4.3% |
| 3Y | +79.0% | +43.4% | +35.6% | +66.7% |
| 5Y | +69.1% | +86.0% | -16.9% | +54.7% |
| 10Y | +96.5% | -77.4% | +173.9% | +73.8% |
| All | +96.5% | -77.1% | +173.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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