-36.5%
CCI vs ENB
+52.8%
-89.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | +3.2% | -2.4% | +5.6% | +4.6% |
| 30D | +12.2% | +2.5% | +9.7% | +10.6% |
| 3M | +23.1% | -5.8% | +28.9% | +27.2% |
| 6M | +1.3% | -8.5% | +9.8% | +6.2% |
| YTD | +4.5% | +3.9% | +0.6% | +1.8% |
| 1Y | +2.3% | +3.7% | -1.4% | -0.2% |
| 3Y | +9.8% | +70.1% | -60.3% | -20.5% |
| 5Y | -36.5% | +53.2% | -89.7% | -48.5% |
| All | -36.5% | +52.8% | -89.3% | -48.5% |
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