+637.4%
ENB vs CAPR
-99.1%
+736.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -2.2% | +139.2% | -141.4% | -3.2% |
| 3M | -10.5% | -66.4% | +55.9% | -10.2% |
| 6M | -5.1% | -63.1% | +58.1% | -4.9% |
| YTD | +9.0% | -67.4% | +76.4% | +9.3% |
| 1Y | +8.2% | +58.2% | -50.0% | +4.4% |
| 3Y | +67.8% | +42.2% | +25.5% | +59.3% |
| 5Y | +69.4% | +87.3% | -17.9% | +59.1% |
| 10Y | +117.5% | -75.3% | +192.8% | +97.2% |
| All | +637.4% | -99.1% | +736.5% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling