+1.4%
CCL vs ENB
+69.5%
-68.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -20.3% | -2.2% | -18.1% | -19.3% |
| 3M | -15.1% | -10.5% | -4.6% | -9.0% |
| 6M | -15.1% | -5.1% | -10.0% | -13.3% |
| YTD | -21.8% | +9.0% | -30.7% | -29.4% |
| 1Y | -24.8% | +8.2% | -33.0% | -31.8% |
| 3Y | +51.9% | +67.8% | -15.9% | -12.9% |
| All | +1.4% | +69.5% | -68.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling