-43.4%
CCL vs ENB
+94.4%
-137.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +2.6% |
| 7D | -4.3% | -4.6% | +0.3% | -0.1% |
| 30D | -19.0% | -5.2% | -13.8% | -15.1% |
| 3M | -13.1% | -13.4% | +0.3% | -1.6% |
| 6M | -13.3% | -7.8% | -5.5% | -8.3% |
| YTD | -25.2% | +4.9% | -30.1% | -31.5% |
| 1Y | -27.2% | +3.2% | -30.4% | -32.3% |
| 3Y | +49.2% | +71.0% | -21.8% | -20.7% |
| 5Y | +0.4% | +64.0% | -63.6% | -43.6% |
| All | -43.4% | +94.4% | -137.8% | -74.9% |
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