+112.4%
ENB vs CG
+274.5%
-162.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +1.4% | +5.7% | -4.3% | -0.3% |
| 3M | -5.2% | -17.9% | +12.7% | -1.1% |
| 6M | -9.9% | -20.2% | +10.3% | -5.8% |
| YTD | +4.7% | -32.0% | +36.7% | +12.8% |
| 1Y | +2.8% | -27.0% | +29.8% | +8.5% |
| 3Y | +71.3% | +42.8% | +28.5% | +38.4% |
| 5Y | +58.6% | -23.4% | +82.0% | +52.2% |
| All | +112.4% | +274.5% | -162.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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