+1,093.0%
CCL vs ENB
+11,245.9%
-10,152.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +5.8% | -2.4% | +8.2% | +7.0% |
| 30D | +17.3% | +2.5% | +14.8% | +15.8% |
| 3M | +11.3% | -5.8% | +17.1% | +14.1% |
| 6M | +18.5% | -8.5% | +27.0% | +22.4% |
| YTD | +2.8% | +3.9% | -1.1% | -0.7% |
| 1Y | +16.7% | +3.7% | +13.1% | +12.8% |
| 3Y | +146.0% | +70.1% | +76.0% | +85.5% |
| 5Y | +33.6% | +53.2% | -19.5% | +7.8% |
| 10Y | -29.4% | +100.2% | -129.6% | -46.9% |
| All | +1,093.0% | +11,245.9% | -10,152.9% | +361.5% |
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