+76.3%
CL vs ENB
+99.8%
-23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | +11.6% | +1.7% | +9.9% | +11.1% |
| 3M | +5.6% | -6.3% | +11.9% | +7.2% |
| 6M | +13.2% | -9.2% | +22.3% | +15.7% |
| YTD | +26.9% | +3.1% | +23.8% | +25.6% |
| 1Y | +27.3% | +3.4% | +24.0% | +25.9% |
| 3Y | +39.7% | +68.9% | -29.2% | +22.3% |
| 5Y | +41.3% | +51.7% | -10.4% | +26.0% |
| 10Y | +76.3% | +98.3% | -22.1% | +43.1% |
| All | +76.3% | +99.8% | -23.5% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling