+53.2%
ENB vs COMP
-18.6%
+71.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.1% |
| 7D | -2.4% | +7.2% | -9.6% | -2.8% |
| 30D | +2.5% | +6.4% | -3.9% | +2.0% |
| 3M | -5.8% | -19.4% | +13.7% | -5.0% |
| 6M | -8.5% | +14.6% | -23.1% | -9.8% |
| YTD | +3.9% | -5.5% | +9.4% | +2.9% |
| 1Y | +3.7% | +13.7% | -10.0% | +1.5% |
| 3Y | +70.1% | +409.7% | -339.6% | +44.9% |
| 5Y | +53.2% | -17.0% | +70.2% | +40.6% |
| All | +53.2% | -18.6% | +71.8% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling