+100.2%
ENB vs CP
+255.2%
-155.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | +2.5% | +11.0% | -8.6% | -2.6% |
| 3M | -5.8% | +3.8% | -9.6% | -7.8% |
| 6M | -8.5% | +9.5% | -18.0% | -12.9% |
| YTD | +3.9% | +28.2% | -24.3% | -9.1% |
| 1Y | +3.7% | +33.0% | -29.3% | -11.0% |
| 3Y | +70.1% | +35.5% | +34.5% | +39.3% |
| 5Y | +53.2% | +25.8% | +27.4% | +27.7% |
| 10Y | +100.2% | +250.7% | -150.5% | -7.3% |
| All | +100.2% | +255.2% | -155.0% | -7.3% |
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