+90.4%
ENB vs CHD
+125.6%
-35.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -4.6% | -4.7% | +0.2% | -3.5% |
| 30D | -5.2% | -8.3% | +3.1% | -3.4% |
| 3M | -13.4% | -4.0% | -9.4% | -12.8% |
| 6M | -7.8% | -6.5% | -1.3% | -6.7% |
| YTD | +4.9% | +13.1% | -8.2% | +1.6% |
| 1Y | +3.2% | +2.3% | +0.9% | +2.2% |
| 3Y | +71.0% | +1.8% | +69.2% | +68.0% |
| 5Y | +64.0% | +20.6% | +43.4% | +51.6% |
| All | +90.4% | +125.6% | -35.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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