+64.7%
ENB vs CAPR
+214.7%
-149.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -2.5% |
| 7D | -5.2% | +41.1% | -46.3% | -5.2% |
| 30D | +2.2% | +11.1% | -8.9% | +2.2% |
| 3M | -8.1% | +115.3% | -123.4% | -8.1% |
| 6M | -11.2% | -73.8% | +62.6% | -11.2% |
| YTD | +2.0% | -68.8% | +70.8% | +2.0% |
| 1Y | +4.1% | +43.3% | -39.2% | +4.3% |
| 3Y | +64.7% | +214.7% | -149.9% | +60.2% |
| All | +64.7% | +214.7% | -149.9% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling