+98.3%
ENB vs CAPR
-64.9%
+163.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.4% | +1.0% |
| 7D | -3.7% | +36.0% | -39.7% | -4.0% |
| 30D | +1.7% | +25.8% | -24.1% | +1.4% |
| 3M | -6.3% | +140.8% | -147.1% | -7.5% |
| 6M | -9.2% | -67.6% | +58.4% | -8.9% |
| YTD | +3.1% | -65.9% | +69.0% | +3.3% |
| 1Y | +3.4% | +66.1% | -62.7% | -1.0% |
| 3Y | +68.9% | +256.9% | -188.0% | +54.7% |
| 5Y | +51.7% | +172.1% | -120.4% | +38.0% |
| 10Y | +98.3% | -64.7% | +163.0% | +69.5% |
| All | +98.3% | -64.9% | +163.3% | +69.5% |
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