+2,554.6%
CLX vs ENB
+11,039.2%
-8,484.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +13.6% | -5.2% | +18.8% | +14.3% |
| 30D | +23.4% | +2.2% | +21.2% | +23.0% |
| 3M | -2.8% | -8.1% | +5.2% | -1.9% |
| 6M | +14.0% | -11.2% | +25.2% | +15.5% |
| YTD | +4.2% | +2.0% | +2.2% | +3.8% |
| 1Y | -1.2% | +4.1% | -5.2% | -1.8% |
| 3Y | -12.7% | +64.7% | -77.4% | -18.1% |
| 5Y | -26.5% | +46.6% | -73.1% | -30.3% |
| 10Y | +20.2% | +102.7% | -82.5% | +7.1% |
| All | +2,554.6% | +11,039.2% | -8,484.6% | +1,710.4% |
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