+2,277.8%
CLS vs ENB
+2,966.1%
-688.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.3% |
| 7D | -10.6% | -3.7% | -6.9% | -8.9% |
| 30D | -38.4% | +1.7% | -40.2% | -38.9% |
| 3M | -29.9% | -6.3% | -23.6% | -27.9% |
| 6M | -40.6% | -9.2% | -31.4% | -38.4% |
| YTD | -24.6% | +3.1% | -27.7% | -26.7% |
| 1Y | -30.8% | +3.4% | -34.2% | -32.9% |
| 3Y | +811.7% | +68.9% | +742.8% | +585.1% |
| 5Y | +1,838.4% | +51.7% | +1,786.7% | +1,434.4% |
| 10Y | +1,751.5% | +98.3% | +1,653.2% | +1,173.0% |
| All | +2,277.8% | +2,966.1% | -688.3% | +542.3% |
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 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