-25.4%
CLX vs ENB
+8.3%
-33.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.4% |
| 6M | -19.0% | -4.5% | -14.5% | -18.8% |
| YTD | -7.9% | +9.1% | -17.0% | -10.1% |
| 1Y | -25.4% | +8.0% | -33.3% | -27.5% |
| All | -25.4% | +8.3% | -33.7% | -27.5% |
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