+107.6%
ENB vs CPB
-40.1%
+147.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -1.8% | -4.1% | +2.3% | -1.2% |
| 30D | +2.0% | +16.9% | -14.9% | -0.5% |
| 3M | -5.8% | -0.6% | -5.3% | -6.0% |
| 6M | -9.7% | +11.4% | -21.1% | -11.7% |
| YTD | +4.2% | -14.8% | +19.0% | +6.2% |
| 1Y | +3.2% | -24.8% | +28.0% | +7.3% |
| 3Y | +70.6% | -36.6% | +107.2% | +80.9% |
| 5Y | +55.1% | -33.3% | +88.5% | +62.0% |
| 10Y | +107.6% | -40.4% | +148.0% | +118.9% |
| All | +107.6% | -40.1% | +147.7% | +118.9% |
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