+89.6%
CL vs ENB
+109.5%
-19.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +3.2% | +3.1% | +0.1% | +2.4% |
| 30D | +8.0% | +2.1% | +5.9% | +7.5% |
| 3M | +7.9% | -4.4% | +12.3% | +9.0% |
| 6M | +14.7% | -10.1% | +24.8% | +17.6% |
| YTD | +29.2% | +5.2% | +24.0% | +27.2% |
| 1Y | +29.5% | +4.2% | +25.3% | +27.8% |
| 3Y | +40.7% | +70.1% | -29.4% | +22.9% |
| 5Y | +43.9% | +59.4% | -15.5% | +26.7% |
| All | +89.6% | +109.5% | -19.9% | +53.3% |
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