+349.2%
ENB vs CBOE
+1,025.9%
-676.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.5% | -4.6% | +4.2% | +0.4% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | -7.5% | +4.9% | -12.4% | -8.8% |
| 6M | -4.1% | -2.2% | -2.0% | -4.8% |
| YTD | +9.8% | +17.7% | -7.9% | +4.7% |
| 1Y | +8.7% | +26.1% | -17.4% | +2.1% |
| 3Y | +79.0% | +97.1% | -18.1% | +51.1% |
| 5Y | +69.1% | +149.2% | -80.1% | +34.3% |
| 10Y | +96.5% | +385.1% | -288.6% | +36.8% |
| All | +349.2% | +1,025.9% | -676.7% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling