-35.1%
CLF vs ENB
+68.0%
-103.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.9% | -11.7% |
| 7D | -21.0% | -2.4% | -18.6% | -20.2% |
| 30D | -8.0% | +3.4% | -11.4% | -9.2% |
| 3M | -10.9% | -6.1% | -4.8% | -8.7% |
| 6M | +5.8% | -10.0% | +15.9% | +10.2% |
| YTD | -15.1% | +4.7% | -19.8% | -18.8% |
| 1Y | +7.2% | +7.5% | -0.3% | +1.1% |
| All | -35.1% | +68.0% | -103.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling