+11,039.2%
ENB vs CPB
+366.4%
+10,672.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -5.2% | +8.0% | -13.2% | -6.2% |
| 30D | +2.2% | +22.4% | -20.2% | -0.7% |
| 3M | -8.1% | +3.8% | -11.9% | -8.7% |
| 6M | -11.2% | +13.7% | -24.8% | -13.1% |
| YTD | +2.0% | -11.7% | +13.7% | +3.1% |
| 1Y | +4.1% | -18.1% | +22.2% | +6.2% |
| 3Y | +64.7% | -34.7% | +99.5% | +72.2% |
| 5Y | +46.6% | -30.6% | +77.1% | +51.2% |
| 10Y | +102.7% | -37.1% | +139.8% | +108.4% |
| All | +11,039.2% | +366.4% | +10,672.7% | +10,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling