-35.3%
CLS vs ENB
+3.3%
-38.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.9% |
| 7D | -10.6% | -3.7% | -6.9% | -11.0% |
| 30D | -38.4% | +1.7% | -40.2% | -38.2% |
| 3M | -29.9% | -6.3% | -23.6% | -30.1% |
| 6M | -40.6% | -9.2% | -31.4% | -41.9% |
| YTD | -24.6% | +3.1% | -27.7% | -28.7% |
| All | -35.3% | +3.3% | -38.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling