+1,065.3%
CCJ vs ENB
+94.4%
+970.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.9% | -0.6% |
| 7D | -3.2% | -4.6% | +1.4% | -0.4% |
| 30D | -1.3% | -5.2% | +3.9% | +1.7% |
| 3M | +2.5% | -13.4% | +15.9% | +11.2% |
| 6M | -18.9% | -7.8% | -11.1% | -15.7% |
| YTD | +6.5% | +4.9% | +1.6% | +1.6% |
| 1Y | +22.8% | +3.2% | +19.6% | +18.1% |
| 3Y | +164.5% | +71.0% | +93.5% | +82.7% |
| 5Y | +303.7% | +64.0% | +239.7% | +193.1% |
| All | +1,065.3% | +94.4% | +970.9% | +675.1% |
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