+69.7%
ENB vs CP
+32.0%
+37.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.2% | -2.7% | +2.5% | +0.6% |
| 30D | -2.2% | +0.2% | -2.4% | -2.4% |
| 3M | -10.5% | +2.6% | -13.1% | -11.4% |
| 6M | -5.1% | +6.0% | -11.0% | -7.3% |
| YTD | +9.0% | +24.9% | -16.0% | +0.3% |
| 1Y | +8.2% | +20.1% | -11.9% | +0.9% |
| 3Y | +67.8% | +16.4% | +51.4% | +55.2% |
| All | +69.7% | +32.0% | +37.6% | +44.2% |
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