+27.6%
CL vs ENB
+3.4%
+24.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +9.5% | +1.4% | +8.1% | +9.1% |
| 3M | +6.6% | -5.2% | +11.8% | +7.7% |
| 6M | +13.2% | -9.9% | +23.2% | +15.5% |
| YTD | +26.9% | +4.7% | +22.2% | +25.1% |
| 1Y | +27.6% | +2.8% | +24.8% | +25.5% |
| All | +27.6% | +3.4% | +24.2% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling