-50.8%
CCI vs ENB
+71.0%
-121.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +0.2% | -0.5% | +0.6% | +0.4% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | -16.3% | -7.5% | -8.8% | -12.6% |
| 6M | -13.9% | -4.1% | -9.8% | -12.1% |
| YTD | -12.4% | +9.8% | -22.2% | -17.1% |
| 1Y | -15.2% | +8.7% | -23.9% | -19.3% |
| 3Y | -9.9% | +79.0% | -88.9% | -35.8% |
| 5Y | -50.8% | +69.1% | -119.9% | -63.3% |
| All | -50.8% | +71.0% | -121.9% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling