+116.3%
CLF vs ENB
+103.5%
+12.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | +0.2% | -0.2% | +0.5% | +0.1% |
| 3M | -3.1% | -7.5% | +4.4% | +2.6% |
| 6M | +25.0% | -4.1% | +29.2% | +28.0% |
| YTD | -7.5% | +9.8% | -17.3% | -16.0% |
| 1Y | +11.5% | +8.7% | +2.8% | +1.6% |
| 3Y | -13.7% | +79.0% | -92.7% | -49.8% |
| 5Y | -47.0% | +69.1% | -116.1% | -67.0% |
| 10Y | +116.3% | +96.5% | +19.8% | +14.1% |
| All | +116.3% | +103.5% | +12.8% | +14.1% |
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