-1.4%
CLX vs ENB
+98.3%
-99.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -15.8% | -1.1% | -14.7% | -15.7% |
| 3M | -7.9% | -8.5% | +0.5% | -7.0% |
| 6M | -19.0% | -4.5% | -14.5% | -18.7% |
| YTD | -7.9% | +9.1% | -17.0% | -9.0% |
| 1Y | -25.4% | +8.0% | -33.3% | -26.2% |
| 3Y | -35.0% | +77.8% | -112.8% | -39.4% |
| 5Y | -36.8% | +69.4% | -106.1% | -40.8% |
| 10Y | -1.4% | +100.5% | -101.9% | -11.5% |
| All | -1.4% | +98.3% | -99.7% | -11.5% |
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 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