+113.5%
ENB vs CF
+479.1%
-365.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.1% | +4.8% | -1.7% | +1.9% |
| 30D | +2.1% | +4.7% | -2.6% | +0.7% |
| 3M | -4.4% | +7.4% | -11.8% | -6.6% |
| 6M | -10.1% | +0.6% | -10.6% | -10.9% |
| YTD | +5.2% | +64.1% | -58.9% | -10.7% |
| 1Y | +4.2% | +51.4% | -47.2% | -9.6% |
| 3Y | +70.1% | +67.8% | +2.3% | +38.8% |
| 5Y | +59.4% | +114.1% | -54.7% | +13.3% |
| All | +113.5% | +479.1% | -365.6% | +4.6% |
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