+83.0%
ENB vs COMP
-56.6%
+139.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.2% | +6.8% | -1.0% |
| 7D | -2.4% | -1.8% | -0.5% | -2.3% |
| 30D | +3.4% | -0.8% | +4.1% | +3.3% |
| 3M | -6.1% | -28.1% | +22.0% | -4.8% |
| 6M | -10.0% | +27.0% | -37.0% | -11.9% |
| YTD | +4.7% | -12.8% | +17.4% | +4.2% |
| 1Y | +7.5% | +4.9% | +2.6% | +5.7% |
| 3Y | +69.1% | +321.0% | -251.9% | +46.7% |
| 5Y | +50.4% | -25.6% | +76.0% | +35.7% |
| All | +83.0% | -56.6% | +139.6% | +68.7% |
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