-41.8%
CLF vs ENB
+58.6%
-100.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.6% |
| 7D | +10.4% | +3.1% | +7.3% | +7.9% |
| 30D | +0.6% | +2.1% | -1.6% | -1.2% |
| 3M | +4.1% | -4.4% | +8.5% | +7.3% |
| 6M | +15.1% | -10.1% | +25.2% | +23.9% |
| YTD | -4.7% | +5.2% | -9.9% | -11.3% |
| 1Y | +20.4% | +4.2% | +16.1% | +12.7% |
| 3Y | -23.4% | +70.1% | -93.5% | -57.1% |
| All | -41.8% | +58.6% | -100.4% | -63.6% |
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