+110.5%
ENB vs CRL
+350.3%
-239.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +0.7% | +11.9% | -11.2% | -1.6% |
| 3M | -5.8% | +20.2% | -25.9% | -9.2% |
| 6M | -11.3% | +107.5% | -118.9% | -23.1% |
| YTD | +3.7% | +69.4% | -65.7% | -7.6% |
| 1Y | +2.8% | +99.7% | -97.0% | -11.6% |
| 3Y | +67.7% | +98.8% | -31.1% | +35.9% |
| 5Y | +57.1% | -12.4% | +69.6% | +57.7% |
| All | +110.5% | +350.3% | -239.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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