+98.3%
ENB vs CNH
+134.0%
-35.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | -1.8% |
| 7D | -3.7% | +8.6% | -12.2% | -5.9% |
| 30D | +1.7% | +12.6% | -10.8% | -1.7% |
| 3M | -6.3% | +17.5% | -23.8% | -11.3% |
| 6M | -9.2% | +18.1% | -27.3% | -14.9% |
| YTD | +3.1% | +40.4% | -37.3% | -9.1% |
| 1Y | +3.4% | +34.0% | -30.6% | -7.8% |
| 3Y | +68.9% | +35.3% | +33.6% | +42.7% |
| 5Y | +51.7% | -5.1% | +56.8% | +39.9% |
| 10Y | +98.3% | +124.0% | -25.7% | +26.4% |
| All | +98.3% | +134.0% | -35.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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