+737.6%
ENB vs CF
+5,277.9%
-4,540.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.5% | -2.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +3.4% | +2.2% | +1.2% | +2.7% |
| 3M | -6.1% | +2.1% | -8.2% | -6.9% |
| 6M | -10.0% | -6.5% | -3.5% | -9.5% |
| YTD | +4.7% | +55.6% | -50.9% | -7.3% |
| 1Y | +7.5% | +42.3% | -34.8% | -2.9% |
| 3Y | +69.1% | +55.7% | +13.4% | +46.4% |
| 5Y | +50.4% | +122.4% | -72.0% | +15.7% |
| 10Y | +108.0% | +568.5% | -460.6% | +19.4% |
| All | +737.6% | +5,277.9% | -4,540.3% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling