+98.3%
ENB vs CF
+546.3%
-447.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +1.7% | +6.9% | -5.2% | -0.2% |
| 3M | -6.3% | +4.8% | -11.1% | -7.9% |
| 6M | -9.2% | +4.7% | -13.9% | -11.1% |
| YTD | +3.1% | +56.5% | -53.4% | -11.3% |
| 1Y | +3.4% | +48.4% | -45.1% | -9.9% |
| 3Y | +68.9% | +59.1% | +9.8% | +39.9% |
| 5Y | +51.7% | +109.5% | -57.8% | +8.3% |
| 10Y | +98.3% | +487.0% | -388.6% | -0.9% |
| All | +98.3% | +546.3% | -447.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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