+155.3%
ENB vs CLBK
+65.5%
+89.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | -5.9% | -1.0% | -4.8% | -5.6% |
| 3M | -14.2% | +22.9% | -37.2% | -18.9% |
| 6M | -8.6% | +44.2% | -52.8% | -17.1% |
| YTD | +3.9% | +64.0% | -60.1% | -9.3% |
| 1Y | +1.8% | +65.7% | -63.9% | -11.7% |
| 3Y | +68.5% | +54.1% | +14.4% | +44.5% |
| 5Y | +62.4% | +44.7% | +17.7% | +31.9% |
| All | +155.3% | +65.5% | +89.8% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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