+64.7%
ENB vs CPB
-35.2%
+99.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -5.2% | +8.0% | -13.2% | -5.9% |
| 30D | +2.2% | +22.4% | -20.2% | 0.0% |
| 3M | -8.1% | +3.8% | -11.9% | -8.6% |
| 6M | -11.2% | +13.7% | -24.8% | -12.7% |
| YTD | +2.0% | -11.7% | +13.7% | +3.4% |
| 1Y | +4.1% | -18.1% | +22.2% | +6.4% |
| 3Y | +64.7% | -34.7% | +99.5% | +76.1% |
| All | +64.7% | -35.2% | +99.9% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling