+351.8%
CCJ vs ENB
+71.0%
+280.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +5.9% | -0.5% | +6.4% | +6.3% |
| 30D | +4.7% | -0.2% | +4.9% | +4.6% |
| 3M | -3.3% | -7.5% | +4.2% | +1.6% |
| 6M | -7.0% | -4.1% | -2.9% | -5.6% |
| YTD | +11.5% | +9.8% | +1.6% | +0.2% |
| 1Y | +32.3% | +8.7% | +23.6% | +19.5% |
| 3Y | +176.8% | +79.0% | +97.8% | +52.4% |
| 5Y | +351.8% | +69.1% | +282.7% | +164.5% |
| All | +351.8% | +71.0% | +280.8% | +164.5% |
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