+285.8%
ENB vs CPAY
+1,524.4%
-1,238.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | -1.1% | +1.3% | -2.4% | -1.5% |
| 3M | -8.5% | +13.5% | -21.9% | -12.2% |
| 6M | -4.5% | +24.7% | -29.3% | -11.6% |
| YTD | +9.1% | +34.9% | -25.9% | -2.4% |
| 1Y | +8.0% | +29.7% | -21.7% | -2.8% |
| 3Y | +77.8% | +49.4% | +28.4% | +47.3% |
| 5Y | +69.4% | +53.5% | +15.9% | +35.5% |
| 10Y | +100.5% | +152.5% | -52.0% | +33.3% |
| All | +285.8% | +1,524.4% | -1,238.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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