+2.9%
ENB vs CAPR
+64.2%
-61.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.4% | +1.1% |
| 7D | -3.7% | +36.0% | -39.7% | -3.6% |
| 30D | +1.7% | +25.8% | -24.1% | +1.7% |
| 3M | -6.3% | +140.8% | -147.1% | -6.2% |
| 6M | -9.2% | -67.6% | +58.4% | -9.3% |
| YTD | +3.1% | -65.9% | +69.0% | +3.1% |
| All | +2.9% | +64.2% | -61.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling