+7.0%
CLX vs ENB
+4.1%
+2.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | +13.6% | -2.4% | +16.1% | +14.0% |
| 30D | +29.1% | +2.5% | +26.6% | +28.4% |
| 3M | +1.6% | -5.8% | +7.4% | +2.2% |
| 6M | +18.7% | -8.5% | +27.2% | +19.5% |
| YTD | +11.1% | +3.9% | +7.2% | +9.6% |
| 1Y | +7.0% | +3.7% | +3.3% | +5.3% |
| All | +7.0% | +4.1% | +2.9% | +5.3% |
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 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