+696.9%
CLF vs ENB
+11,799.4%
-11,102.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.3% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -1.2% | -2.2% | +1.0% | +0.1% |
| 3M | -13.4% | -10.5% | -2.9% | -7.4% |
| 6M | +15.4% | -5.1% | +20.5% | +18.4% |
| YTD | -5.9% | +9.0% | -14.8% | -12.0% |
| 1Y | +18.8% | +8.2% | +10.6% | +11.2% |
| 3Y | -19.4% | +67.8% | -87.2% | -43.8% |
| 5Y | -47.7% | +69.4% | -117.1% | -63.1% |
| 10Y | +130.4% | +117.5% | +12.9% | +39.6% |
| All | +696.9% | +11,799.4% | -11,102.5% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling