+11,281.5%
ENB vs CP
+7,870.8%
+3,410.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +2.0% | +9.6% | -7.6% | -0.8% |
| 3M | -5.8% | +2.2% | -8.1% | -6.6% |
| 6M | -9.7% | +11.1% | -20.8% | -12.8% |
| YTD | +4.2% | +28.2% | -24.0% | -3.9% |
| 1Y | +3.2% | +32.2% | -28.9% | -5.7% |
| 3Y | +70.6% | +35.5% | +35.1% | +52.4% |
| 5Y | +55.1% | +26.8% | +28.4% | +40.3% |
| 10Y | +107.6% | +256.9% | -149.3% | +40.2% |
| All | +11,281.5% | +7,870.8% | +3,410.6% | +4,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling