+1,099.6%
CCJ vs ENB
+6,524.3%
-5,424.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.7% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -16.7% | +1.4% | -18.0% | -17.5% |
| 3M | -27.5% | -5.2% | -22.3% | -25.5% |
| 6M | -38.6% | -9.9% | -28.7% | -35.4% |
| YTD | -21.5% | +4.7% | -26.2% | -24.8% |
| 1Y | -22.3% | +2.8% | -25.1% | -24.8% |
| 3Y | +69.9% | +71.3% | -1.4% | +20.4% |
| 5Y | +163.6% | +58.6% | +105.0% | +98.8% |
| 10Y | +782.3% | +108.5% | +673.8% | +444.0% |
| All | +1,099.6% | +6,524.3% | -5,424.7% | +158.3% |
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