+76.9%
ENB vs CLBK
+51.6%
+25.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -0.3% | -1.5% | +1.1% | -0.2% |
| 30D | -1.1% | +6.7% | -7.7% | -1.8% |
| 3M | -8.5% | +21.2% | -29.6% | -10.5% |
| 6M | -4.5% | +42.0% | -46.5% | -8.4% |
| YTD | +9.1% | +63.3% | -54.2% | +3.0% |
| 1Y | +8.0% | +65.4% | -57.4% | +1.5% |
| All | +76.9% | +51.6% | +25.4% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling