+121.5%
ENB vs CDW
+933.5%
-812.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | -5.2% | +2.1% | -7.3% | -5.9% |
| 30D | +2.2% | +14.7% | -12.6% | -1.8% |
| 3M | -8.1% | +11.1% | -19.2% | -11.5% |
| 6M | -11.2% | +45.6% | -56.8% | -21.6% |
| YTD | +2.0% | +17.1% | -15.1% | -5.6% |
| 1Y | +4.1% | +13.2% | -9.1% | -2.9% |
| 3Y | +64.7% | -22.2% | +86.9% | +66.9% |
| 5Y | +46.6% | -10.1% | +56.7% | +37.9% |
| 10Y | +102.7% | +307.0% | -204.3% | +18.6% |
| All | +121.5% | +933.5% | -812.0% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling