+61.1%
ENB vs CBOE
+136.7%
-75.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.7% |
| 7D | -4.7% | -5.8% | +1.2% | -3.9% |
| 30D | -5.9% | -3.1% | -2.7% | -5.5% |
| 3M | -14.2% | -4.8% | -9.5% | -13.9% |
| 6M | -8.6% | -0.6% | -8.0% | -9.5% |
| YTD | +3.9% | +12.8% | -8.9% | +0.5% |
| 1Y | +1.8% | +19.8% | -18.0% | -2.7% |
| 3Y | +68.5% | +86.9% | -18.4% | +47.1% |
| All | +61.1% | +136.7% | -75.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling