-35.7%
CLX vs ENB
+71.0%
-106.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 7D | -3.5% | -0.5% | -3.1% | -3.5% |
| 30D | -11.9% | -0.2% | -11.7% | -11.9% |
| 3M | -2.6% | -7.5% | +4.9% | -1.1% |
| 6M | -18.2% | -4.1% | -14.0% | -17.6% |
| YTD | -5.9% | +9.8% | -15.7% | -8.1% |
| 1Y | -23.8% | +8.7% | -32.5% | -25.5% |
| 3Y | -33.6% | +79.0% | -112.6% | -41.6% |
| 5Y | -35.7% | +69.1% | -104.8% | -41.7% |
| All | -35.7% | +71.0% | -106.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling