+103.9%
ENB vs CF
+575.3%
-471.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | 0.0% |
| 7D | -0.2% | +6.0% | -6.2% | -1.8% |
| 30D | -2.2% | +14.8% | -17.1% | -5.8% |
| 3M | -10.5% | +14.1% | -24.6% | -13.9% |
| 6M | -5.1% | +28.5% | -33.6% | -13.0% |
| YTD | +9.0% | +74.9% | -66.0% | -8.5% |
| 1Y | +8.2% | +61.7% | -53.5% | -7.5% |
| 3Y | +67.8% | +80.3% | -12.6% | +34.8% |
| 5Y | +69.4% | +226.0% | -156.6% | +5.1% |
| All | +103.9% | +575.3% | -471.4% | -0.5% |
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