+1,082.1%
CCJ vs ENB
+6,557.8%
-5,475.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -0.8% | +3.1% | -3.9% | -2.6% |
| 30D | -13.2% | +2.1% | -15.3% | -14.4% |
| 3M | -27.6% | -4.4% | -23.2% | -26.0% |
| 6M | -38.7% | -10.1% | -28.7% | -35.4% |
| YTD | -22.7% | +5.2% | -27.9% | -26.2% |
| 1Y | -17.6% | +4.2% | -21.8% | -20.9% |
| 3Y | +62.7% | +70.1% | -7.4% | +15.8% |
| 5Y | +159.7% | +59.4% | +100.3% | +95.3% |
| 10Y | +769.3% | +109.5% | +659.8% | +434.4% |
| All | +1,082.1% | +6,557.8% | -5,475.7% | +153.7% |
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