+2,104.6%
CLS vs ENB
+2,933.1%
-828.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | -22.2% | -5.2% | -17.0% | -20.1% |
| 30D | -44.4% | +2.2% | -46.6% | -45.0% |
| 3M | -34.3% | -8.1% | -26.2% | -31.8% |
| 6M | -50.1% | -11.2% | -38.9% | -47.7% |
| YTD | -30.1% | +2.0% | -32.1% | -31.7% |
| 1Y | -39.3% | +4.1% | -43.4% | -41.4% |
| 3Y | +732.7% | +64.7% | +668.0% | +533.2% |
| 5Y | +1,777.2% | +46.6% | +1,730.6% | +1,409.7% |
| 10Y | +1,645.6% | +102.7% | +1,542.9% | +1,089.2% |
| All | +2,104.6% | +2,933.1% | -828.5% | +498.3% |
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