+151.4%
ENB vs CG
+351.2%
-199.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -0.2% | -4.3% | +4.1% | +0.9% |
| 30D | -2.2% | -5.1% | +2.8% | -1.1% |
| 3M | -10.5% | +8.7% | -19.2% | -13.0% |
| 6M | -5.1% | -9.2% | +4.2% | -3.7% |
| YTD | +9.0% | -18.9% | +27.8% | +13.0% |
| 1Y | +8.2% | -25.6% | +33.8% | +14.4% |
| 3Y | +67.8% | +57.3% | +10.5% | +34.3% |
| 5Y | +69.4% | +10.2% | +59.2% | +44.7% |
| 10Y | +117.5% | +364.2% | -246.7% | +11.6% |
| All | +151.4% | +351.2% | -199.8% | +30.4% |
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