+21.7%
CCI vs ENB
+102.2%
-80.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | +2.1% | -1.1% | +3.2% | +2.5% |
| 3M | -17.8% | -8.5% | -9.4% | -14.9% |
| 6M | -14.2% | -4.5% | -9.6% | -12.6% |
| YTD | -13.3% | +9.1% | -22.4% | -16.4% |
| 1Y | -16.6% | +8.0% | -24.6% | -19.2% |
| 3Y | -10.8% | +77.8% | -88.6% | -28.9% |
| 5Y | -50.3% | +69.4% | -119.7% | -59.7% |
| All | +21.7% | +102.2% | -80.5% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling