+1,583.6%
CCJ vs ENB
+6,796.9%
-5,213.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +6.9% | -2.2% | +9.1% | +8.0% |
| 3M | -11.6% | -10.5% | -1.1% | -6.3% |
| 6M | -16.2% | -5.1% | -11.2% | -14.5% |
| YTD | +10.1% | +9.0% | +1.2% | +3.2% |
| 1Y | +32.3% | +8.2% | +24.1% | +24.2% |
| 3Y | +171.3% | +67.8% | +103.5% | +94.9% |
| 5Y | +372.4% | +69.4% | +303.0% | +243.5% |
| 10Y | +1,070.0% | +117.5% | +952.5% | +601.7% |
| All | +1,583.6% | +6,796.9% | -5,213.3% | +254.7% |
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