+67.1%
CCI vs ENB
+108.4%
-41.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +12.7% | +1.4% | +11.4% | +12.1% |
| 3M | +23.0% | -5.2% | +28.2% | +25.5% |
| 6M | +0.6% | -9.9% | +10.5% | +4.8% |
| YTD | +4.9% | +4.7% | +0.2% | +2.9% |
| 1Y | +0.7% | +2.8% | -2.1% | -0.5% |
| 3Y | +10.2% | +71.3% | -61.1% | -10.9% |
| 5Y | -36.4% | +58.6% | -95.0% | -47.1% |
| All | +67.1% | +108.4% | -41.3% | +21.4% |
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