+78.3%
ENB vs COMP
-52.0%
+130.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.3% | -3.0% |
| 7D | -5.2% | +13.4% | -18.6% | -5.8% |
| 30D | +2.2% | +11.1% | -8.9% | +1.5% |
| 3M | -8.1% | -18.8% | +10.8% | -7.3% |
| 6M | -11.2% | +10.5% | -21.7% | -12.2% |
| YTD | +2.0% | -3.4% | +5.4% | +1.0% |
| 1Y | +4.1% | +19.7% | -15.6% | +1.6% |
| 3Y | +64.7% | +381.6% | -316.9% | +41.9% |
| 5Y | +46.6% | -17.6% | +64.2% | +31.6% |
| All | +78.3% | -52.0% | +130.3% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling