+427.0%
ENB vs CVE
+89.9%
+337.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -1.0% |
| 30D | -2.2% | +16.7% | -19.0% | -6.7% |
| 3M | -10.5% | +9.3% | -19.8% | -13.2% |
| 6M | -5.1% | +43.6% | -48.7% | -15.5% |
| YTD | +9.0% | +93.6% | -84.6% | -11.6% |
| 1Y | +8.2% | +98.8% | -90.5% | -13.3% |
| 3Y | +67.8% | +73.6% | -5.8% | +35.3% |
| 5Y | +69.4% | +312.5% | -243.1% | -0.8% |
| 10Y | +117.5% | +161.0% | -43.5% | +17.3% |
| All | +427.0% | +89.9% | +337.1% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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