+49.9%
ENB vs CP
+24.4%
+25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -5.2% | +2.8% | -8.0% | -6.1% |
| 30D | +2.2% | +10.2% | -8.0% | -1.1% |
| 3M | -8.1% | +2.4% | -10.4% | -8.9% |
| 6M | -11.2% | +7.7% | -18.8% | -13.6% |
| YTD | +2.0% | +26.0% | -24.0% | -6.4% |
| 1Y | +4.1% | +34.6% | -30.6% | -6.7% |
| 3Y | +64.7% | +26.7% | +38.1% | +46.7% |
| All | +49.9% | +24.4% | +25.6% | +32.0% |
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 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