+110.5%
ENB vs CPB
-38.9%
+149.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.4% |
| 7D | +1.7% | -1.6% | +3.2% | +1.9% |
| 30D | +0.7% | +19.2% | -18.5% | -2.2% |
| 3M | -5.8% | -1.0% | -4.8% | -5.9% |
| 6M | -11.3% | +15.2% | -26.5% | -13.8% |
| YTD | +3.7% | -13.1% | +16.8% | +5.3% |
| 1Y | +2.8% | -22.4% | +25.2% | +6.4% |
| 3Y | +67.7% | -35.3% | +103.0% | +77.2% |
| 5Y | +57.1% | -33.0% | +90.1% | +64.0% |
| All | +110.5% | -38.9% | +149.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling