+67.7%
ENB vs CP
+36.4%
+31.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | +2.1% | -0.5% | +1.2% |
| 30D | +0.7% | +9.3% | -8.6% | -1.2% |
| 3M | -5.8% | +0.5% | -6.2% | -6.0% |
| 6M | -11.3% | +10.4% | -21.7% | -13.3% |
| YTD | +3.7% | +28.7% | -25.0% | -2.2% |
| 1Y | +2.8% | +33.2% | -30.4% | -3.8% |
| 3Y | +67.7% | +38.4% | +29.2% | +52.0% |
| All | +67.7% | +36.4% | +31.3% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling