+1,110.1%
CCI vs ENB
+3,261.4%
-2,151.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +2.5% | +3.1% | -0.6% | +1.2% |
| 30D | +14.4% | +2.1% | +12.3% | +13.5% |
| 3M | +21.7% | -4.4% | +26.1% | +23.8% |
| 6M | +4.0% | -10.1% | +14.1% | +8.5% |
| YTD | +6.2% | +5.2% | +1.0% | +3.9% |
| 1Y | +5.4% | +4.2% | +1.2% | +3.4% |
| 3Y | +11.7% | +70.1% | -58.3% | -10.3% |
| 5Y | -35.6% | +59.4% | -95.0% | -47.2% |
| 10Y | +68.7% | +109.5% | -40.8% | +17.4% |
| All | +1,110.1% | +3,261.4% | -2,151.2% | +183.5% |
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 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