+35.1%
CLS vs ENB
+8.5%
+26.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.9% | +5.8% |
| 7D | +12.8% | -0.5% | +13.2% | +12.6% |
| 30D | +3.8% | -0.2% | +4.0% | +3.9% |
| 3M | -14.6% | -7.5% | -7.1% | -16.1% |
| 6M | +32.2% | -4.1% | +36.4% | +30.2% |
| YTD | +11.6% | +9.8% | +1.8% | +13.8% |
| 1Y | +35.1% | +8.7% | +26.4% | +38.2% |
| All | +35.1% | +8.5% | +26.6% | +38.2% |
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 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