+59.3%
ENB vs CP
+25.5%
+33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.1% | +2.1% | +1.0% | +2.4% |
| 30D | +2.1% | +9.3% | -7.2% | -0.9% |
| 3M | -4.4% | +0.5% | -4.9% | -4.7% |
| 6M | -10.1% | +10.4% | -20.5% | -13.3% |
| YTD | +5.2% | +28.7% | -23.5% | -4.1% |
| 1Y | +4.2% | +33.2% | -28.9% | -6.2% |
| 3Y | +70.1% | +38.4% | +31.6% | +45.8% |
| All | +59.3% | +25.5% | +33.8% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling