+167.7%
ENB vs CLBK
+67.9%
+99.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -2.2% | +9.1% | -11.4% | -4.5% |
| 3M | -10.5% | +27.7% | -38.2% | -16.2% |
| 6M | -5.1% | +40.8% | -45.9% | -13.4% |
| YTD | +9.0% | +66.4% | -57.4% | -5.2% |
| 1Y | +8.2% | +72.4% | -64.2% | -7.2% |
| 3Y | +67.8% | +50.7% | +17.1% | +45.1% |
| 5Y | +69.4% | +42.9% | +26.4% | +39.1% |
| All | +167.7% | +67.9% | +99.8% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling