+125.1%
ENB vs CNH
+40.2%
+84.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +1.9% |
| 7D | -2.4% | +4.5% | -6.9% | -3.8% |
| 30D | +2.5% | +7.6% | -5.1% | +0.1% |
| 3M | -5.8% | +17.0% | -22.8% | -10.8% |
| 6M | -8.5% | +12.9% | -21.4% | -13.3% |
| YTD | +3.9% | +34.3% | -30.4% | -7.3% |
| 1Y | +3.7% | +28.5% | -24.8% | -6.6% |
| 3Y | +70.1% | +31.9% | +38.2% | +45.0% |
| 5Y | +53.2% | -9.6% | +62.8% | +43.2% |
| 10Y | +100.2% | +106.3% | -6.1% | +30.1% |
| All | +125.1% | +40.2% | +84.9% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling