+11,799.4%
ENB vs CHD
+10,220.8%
+1,578.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -2.2% | -4.6% | +2.4% | -1.6% |
| 3M | -10.5% | +5.0% | -15.5% | -11.2% |
| 6M | -5.1% | -3.2% | -1.8% | -4.8% |
| YTD | +9.0% | +18.6% | -9.7% | +6.1% |
| 1Y | +8.2% | +4.8% | +3.4% | +7.1% |
| 3Y | +67.8% | +6.1% | +61.6% | +65.1% |
| 5Y | +69.4% | +24.0% | +45.4% | +62.2% |
| 10Y | +117.5% | +124.5% | -6.9% | +91.1% |
| All | +11,799.4% | +10,220.8% | +1,578.5% | +7,993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling