+99.7%
CLF vs ENB
+100.6%
-0.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.7% |
| 7D | -19.6% | -5.2% | -14.4% | -16.0% |
| 30D | -5.0% | +2.2% | -7.2% | -6.9% |
| 3M | -6.3% | -8.1% | +1.8% | -0.3% |
| 6M | +2.8% | -11.2% | +14.0% | +12.0% |
| YTD | -13.7% | +2.0% | -15.7% | -17.1% |
| 1Y | +13.6% | +4.1% | +9.5% | +7.1% |
| 3Y | -34.0% | +64.7% | -98.7% | -59.1% |
| 5Y | -48.7% | +46.6% | -95.3% | -64.4% |
| All | +99.7% | +100.6% | -0.9% | +3.2% |
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