+5,435.1%
CL vs ENB
+11,329.0%
-5,893.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +5.9% | -2.4% | +8.3% | +6.4% |
| 30D | +13.8% | +3.4% | +10.4% | +13.1% |
| 3M | +6.4% | -6.1% | +12.5% | +7.6% |
| 6M | +15.6% | -10.0% | +25.7% | +17.7% |
| YTD | +27.9% | +4.7% | +23.2% | +26.6% |
| 1Y | +31.4% | +7.5% | +23.9% | +29.4% |
| 3Y | +41.4% | +69.1% | -27.7% | +28.2% |
| 5Y | +42.8% | +50.4% | -7.6% | +31.5% |
| 10Y | +79.7% | +108.0% | -28.3% | +52.6% |
| All | +5,435.1% | +11,329.0% | -5,893.9% | +3,219.4% |
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