+406.2%
ENB vs CVE
+62.8%
+343.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.6% |
| 7D | -2.4% | -14.1% | +11.7% | +1.9% |
| 30D | +3.4% | -11.6% | +15.0% | +6.9% |
| 3M | -6.1% | 0.0% | -6.1% | -6.6% |
| 6M | -10.0% | -8.4% | -1.7% | -8.6% |
| YTD | +4.7% | +65.9% | -61.3% | -11.5% |
| 1Y | +7.5% | +69.4% | -61.9% | -9.8% |
| 3Y | +69.1% | +55.9% | +13.2% | +40.3% |
| 5Y | +50.4% | +146.2% | -95.8% | +3.3% |
| 10Y | +108.0% | +140.6% | -32.7% | +13.9% |
| All | +406.2% | +62.8% | +343.4% | +196.5% |
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