+3,038.3%
CLS vs ENB
+98.3%
+2,940.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +20.1% | -0.3% | +20.4% | +20.4% |
| 30D | +6.0% | -1.1% | +7.1% | +6.6% |
| 3M | -10.3% | -8.5% | -1.8% | -6.4% |
| 6M | +24.5% | -4.5% | +29.0% | +26.6% |
| YTD | +12.9% | +9.1% | +3.8% | +5.2% |
| 1Y | +36.7% | +8.0% | +28.7% | +27.7% |
| 3Y | +1,328.1% | +77.8% | +1,250.3% | +852.4% |
| 5Y | +3,682.3% | +69.4% | +3,612.9% | +2,492.1% |
| 10Y | +3,038.3% | +100.5% | +2,937.8% | +1,731.3% |
| All | +3,038.3% | +98.3% | +2,940.0% | +1,731.3% |
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