+49.9%
ENB vs CNH
-14.7%
+64.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | -5.2% | -1.7% | -3.5% | -5.0% |
| 30D | +2.2% | -7.2% | +9.4% | +3.3% |
| 3M | -8.1% | +6.5% | -14.6% | -9.6% |
| 6M | -11.2% | +7.9% | -19.1% | -13.3% |
| YTD | +2.0% | +26.6% | -24.6% | -4.1% |
| 1Y | +4.1% | +13.8% | -9.7% | -0.3% |
| 3Y | +64.7% | +9.2% | +55.5% | +53.2% |
| All | +49.9% | -14.7% | +64.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling