+11,799.4%
ENB vs CPB
+325.7%
+11,473.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +0.9% |
| 30D | -2.2% | -7.2% | +5.0% | -1.3% |
| 3M | -10.5% | +0.9% | -11.4% | -10.9% |
| 6M | -5.1% | -11.8% | +6.7% | -3.9% |
| YTD | +9.0% | -19.4% | +28.4% | +11.6% |
| 1Y | +8.2% | -30.4% | +38.6% | +13.0% |
| 3Y | +67.8% | -40.2% | +107.9% | +77.6% |
| 5Y | +69.4% | -39.5% | +108.9% | +78.2% |
| 10Y | +117.5% | -47.4% | +164.9% | +129.2% |
| All | +11,799.4% | +325.7% | +11,473.6% | +10,873.3% |
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