+1,914.6%
CLS vs ENB
+109.5%
+1,805.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +16.3% | +3.1% | +13.2% | +14.3% |
| 30D | -25.7% | +2.1% | -27.8% | -26.6% |
| 3M | -30.9% | -4.4% | -26.4% | -29.2% |
| 6M | -35.5% | -10.1% | -25.4% | -32.2% |
| YTD | -18.7% | +5.2% | -23.9% | -22.8% |
| 1Y | -17.9% | +4.2% | -22.1% | -21.6% |
| 3Y | +838.1% | +70.1% | +768.0% | +539.3% |
| 5Y | +1,971.9% | +59.4% | +1,912.5% | +1,365.7% |
| All | +1,914.6% | +109.5% | +1,805.1% | +1,029.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling