+18.8%
CLF vs ENB
+3.3%
+15.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.8% |
| 7D | -14.1% | -3.7% | -10.4% | -13.8% |
| 30D | -5.5% | +1.7% | -7.3% | -5.8% |
| 3M | 0.0% | -6.3% | +6.3% | +1.0% |
| 6M | +11.3% | -9.2% | +20.4% | +13.7% |
| YTD | -7.7% | +3.1% | -10.8% | -13.3% |
| All | +18.8% | +3.3% | +15.5% | +11.7% |
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