+98.3%
ENB vs CP
+261.0%
-162.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.1% |
| 7D | -3.7% | +2.8% | -6.4% | -4.9% |
| 30D | +1.7% | +11.3% | -9.6% | -3.5% |
| 3M | -6.3% | +2.9% | -9.1% | -7.8% |
| 6M | -9.2% | +9.8% | -19.0% | -13.7% |
| YTD | +3.1% | +28.5% | -25.4% | -9.9% |
| 1Y | +3.4% | +33.5% | -30.1% | -11.4% |
| 3Y | +68.9% | +31.9% | +37.0% | +40.5% |
| 5Y | +51.7% | +25.5% | +26.2% | +26.7% |
| 10Y | +98.3% | +257.6% | -159.2% | -8.6% |
| All | +98.3% | +261.0% | -162.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling