+107.6%
ENB vs CRL
+358.0%
-250.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.8% | +5.0% | -6.8% | -2.7% |
| 30D | +2.0% | +13.5% | -11.5% | -0.5% |
| 3M | -5.8% | +21.5% | -27.3% | -9.4% |
| 6M | -9.7% | +103.4% | -113.1% | -21.3% |
| YTD | +4.2% | +71.8% | -67.6% | -7.3% |
| 1Y | +3.2% | +97.5% | -94.3% | -10.9% |
| 3Y | +70.6% | +99.2% | -28.7% | +38.4% |
| 5Y | +55.1% | -12.1% | +67.3% | +56.0% |
| 10Y | +107.6% | +359.2% | -251.6% | +21.9% |
| All | +107.6% | +358.0% | -250.4% | +21.9% |
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