+100.5%
ENB vs CDW
+262.5%
-162.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.7% |
| 30D | -1.1% | +4.9% | -5.9% | -2.6% |
| 3M | -8.5% | +7.3% | -15.8% | -11.0% |
| 6M | -4.5% | +19.2% | -23.7% | -11.4% |
| YTD | +9.1% | +6.2% | +2.9% | +4.3% |
| 1Y | +8.0% | -14.0% | +22.0% | +9.5% |
| 3Y | +77.8% | -30.0% | +107.8% | +86.8% |
| 5Y | +69.4% | -23.6% | +93.0% | +67.9% |
| 10Y | +100.5% | +269.4% | -168.9% | +34.4% |
| All | +100.5% | +262.5% | -162.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling