+96.5%
ENB vs CNH
+152.9%
-56.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +2.3% |
| 7D | -0.5% | +8.8% | -9.3% | -3.0% |
| 30D | -0.2% | +24.7% | -24.9% | -6.6% |
| 3M | -7.5% | +27.3% | -34.9% | -14.4% |
| 6M | -4.1% | +23.2% | -27.3% | -11.2% |
| YTD | +9.8% | +48.9% | -39.1% | -4.3% |
| 1Y | +8.7% | +19.4% | -10.7% | +0.8% |
| 3Y | +79.0% | +7.8% | +71.2% | +64.9% |
| 5Y | +69.1% | +8.7% | +60.4% | +49.5% |
| 10Y | +96.5% | +149.5% | -53.0% | +14.8% |
| All | +96.5% | +152.9% | -56.4% | +14.8% |
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