-25.3%
CCL vs ENB
+9.1%
-34.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.1% |
| 7D | -0.1% | -0.5% | +0.3% | -0.2% |
| 30D | -20.0% | -0.2% | -19.8% | -19.9% |
| 3M | -13.7% | -7.5% | -6.1% | -14.6% |
| 6M | -9.0% | -4.1% | -4.9% | -10.2% |
| YTD | -22.8% | +9.8% | -32.6% | -24.5% |
| All | -25.3% | +9.1% | -34.4% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling