+2.8%
ENB vs COMP
+7.7%
-4.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +0.7% | +16.6% | -15.9% | +1.5% |
| 3M | -5.8% | -23.5% | +17.7% | -6.7% |
| 6M | -11.3% | +25.7% | -37.1% | -10.8% |
| YTD | +3.7% | -3.4% | +7.1% | +4.2% |
| 1Y | +2.8% | +7.6% | -4.8% | +4.6% |
| All | +2.8% | +7.7% | -4.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling