-16.7%
CCI vs ENB
+7.5%
-24.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +2.7% | -2.2% | +4.9% | +3.9% |
| 3M | -18.2% | -10.5% | -7.7% | -13.3% |
| 6M | -14.8% | -5.1% | -9.7% | -12.4% |
| YTD | -12.6% | +9.0% | -21.6% | -16.2% |
| 1Y | -16.7% | +8.2% | -25.0% | -20.6% |
| All | -16.7% | +7.5% | -24.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling