+1,047.9%
CCL vs ENB
+11,039.2%
-9,991.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | +3.1% | -5.2% | +8.3% | +5.8% |
| 30D | +13.7% | +2.2% | +11.5% | +12.4% |
| 3M | +3.8% | -8.1% | +11.9% | +7.6% |
| 6M | +9.3% | -11.2% | +20.4% | +14.5% |
| YTD | -1.1% | +2.0% | -3.1% | -3.7% |
| 1Y | +14.6% | +4.1% | +10.5% | +10.5% |
| 3Y | +146.4% | +64.7% | +81.7% | +88.6% |
| 5Y | +21.9% | +46.6% | -24.7% | +0.3% |
| 10Y | -29.4% | +102.7% | -132.1% | -47.0% |
| All | +1,047.9% | +11,039.2% | -9,991.2% | +347.9% |
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 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