-47.8%
CLF vs ENB
+69.5%
-117.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -1.2% | -2.2% | +1.0% | +0.3% |
| 3M | -13.4% | -10.5% | -2.9% | -5.9% |
| 6M | +15.4% | -5.1% | +20.5% | +18.9% |
| YTD | -5.9% | +9.0% | -14.8% | -14.5% |
| 1Y | +18.8% | +8.2% | +10.6% | +8.0% |
| 3Y | -19.4% | +67.8% | -87.2% | -53.5% |
| All | -47.8% | +69.5% | -117.3% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling