-34.0%
CCL vs ENB
+106.5%
-140.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.5% |
| 7D | -1.2% | +1.7% | -2.8% | -2.7% |
| 30D | +13.1% | +0.7% | +12.5% | +12.1% |
| 3M | +3.4% | -5.8% | +9.2% | +8.5% |
| 6M | +18.7% | -11.3% | +30.0% | +30.3% |
| YTD | -2.3% | +3.7% | -5.9% | -10.0% |
| 1Y | +14.2% | +2.8% | +11.4% | +6.0% |
| 3Y | +133.6% | +67.7% | +65.9% | +24.7% |
| 5Y | +33.5% | +57.1% | -23.6% | -22.9% |
| All | -34.0% | +106.5% | -140.5% | -70.7% |
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 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