+100.2%
ENB vs CF
+494.2%
-394.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | -2.4% | +4.8% | -7.2% | -3.7% |
| 30D | +2.5% | +9.7% | -7.2% | -0.1% |
| 3M | -5.8% | +1.2% | -7.0% | -6.5% |
| 6M | -8.5% | +7.4% | -15.9% | -11.0% |
| YTD | +3.9% | +60.5% | -56.6% | -11.3% |
| 1Y | +3.7% | +50.7% | -47.1% | -10.0% |
| 3Y | +70.1% | +64.8% | +5.3% | +39.5% |
| 5Y | +53.2% | +115.8% | -62.6% | +8.5% |
| 10Y | +100.2% | +481.0% | -380.8% | -0.7% |
| All | +100.2% | +494.2% | -394.0% | -0.7% |
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