+113.5%
ENB vs CNH
+106.0%
+7.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.1% | +3.0% | +0.1% | +2.1% |
| 30D | +2.1% | -0.6% | +2.7% | +1.9% |
| 3M | -4.4% | +14.6% | -19.1% | -9.0% |
| 6M | -10.1% | +11.8% | -21.8% | -14.5% |
| YTD | +5.2% | +30.4% | -25.2% | -5.5% |
| 1Y | +4.2% | +19.1% | -14.8% | -4.0% |
| 3Y | +70.1% | +30.2% | +39.9% | +44.6% |
| 5Y | +59.4% | -17.8% | +77.2% | +53.8% |
| All | +113.5% | +106.0% | +7.5% | +41.4% |
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