+807.8%
CCL vs ENB
+11,799.4%
-10,991.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -20.3% | -2.2% | -18.1% | -19.6% |
| 3M | -15.1% | -10.5% | -4.6% | -11.0% |
| 6M | -15.1% | -5.1% | -10.0% | -13.7% |
| YTD | -21.8% | +9.0% | -30.7% | -26.0% |
| 1Y | -24.8% | +8.2% | -33.0% | -28.6% |
| 3Y | +51.9% | +67.8% | -15.9% | +15.4% |
| 5Y | +4.0% | +69.4% | -65.3% | -19.7% |
| 10Y | -42.2% | +117.5% | -159.7% | -58.0% |
| All | +807.8% | +11,799.4% | -10,991.6% | +244.0% |
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