+98.3%
ENB vs CDW
+325.6%
-227.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.8% | -0.1% |
| 7D | -3.7% | +9.3% | -13.0% | -6.0% |
| 30D | +1.7% | +15.8% | -14.1% | -2.4% |
| 3M | -6.3% | +21.8% | -28.1% | -11.8% |
| 6M | -9.2% | +58.8% | -68.0% | -21.4% |
| YTD | +3.1% | +22.8% | -19.7% | -5.6% |
| 1Y | +3.4% | +17.9% | -14.5% | -4.3% |
| 3Y | +68.9% | -17.4% | +86.4% | +68.8% |
| 5Y | +51.7% | -5.7% | +57.4% | +40.7% |
| 10Y | +98.3% | +319.5% | -221.2% | +48.6% |
| All | +98.3% | +325.6% | -227.3% | +48.6% |
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