+140.5%
ENB vs CG
+295.0%
-154.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | +2.0% | +7.5% | -5.5% | -0.1% |
| 3M | -5.8% | -14.4% | +8.5% | -2.6% |
| 6M | -9.7% | -15.7% | +6.0% | -6.6% |
| YTD | +4.2% | -29.0% | +33.2% | +11.4% |
| 1Y | +3.2% | -22.1% | +25.3% | +7.4% |
| 3Y | +70.6% | +49.1% | +21.4% | +37.4% |
| 5Y | +55.1% | -18.4% | +73.5% | +45.4% |
| 10Y | +107.6% | +295.1% | -187.5% | +10.8% |
| All | +140.5% | +295.0% | -154.5% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling