+893.1%
CCI vs ENB
+3,220.1%
-2,327.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.8% |
| 7D | -0.3% | -4.7% | +4.4% | +1.6% |
| 30D | +2.2% | -5.9% | +8.1% | +4.7% |
| 3M | -16.9% | -14.2% | -2.6% | -11.6% |
| 6M | -11.5% | -8.6% | -2.9% | -8.3% |
| YTD | -12.8% | +3.9% | -16.7% | -14.3% |
| 1Y | -17.1% | +1.8% | -18.9% | -17.9% |
| 3Y | -9.6% | +68.5% | -78.1% | -27.2% |
| 5Y | -48.9% | +62.4% | -111.4% | -58.4% |
| 10Y | +23.2% | +90.9% | -67.7% | -11.0% |
| All | +893.1% | +3,220.1% | -2,327.1% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling