+69.1%
ENB vs CRL
-37.4%
+106.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -0.2% | +5.0% | -5.2% | -0.6% |
| 3M | -7.5% | +50.6% | -58.1% | -10.5% |
| 6M | -4.1% | +60.9% | -65.1% | -8.0% |
| YTD | +9.8% | +40.7% | -30.9% | +6.3% |
| 1Y | +8.7% | +73.3% | -64.6% | +2.7% |
| 3Y | +79.0% | +40.6% | +38.4% | +69.3% |
| 5Y | +69.1% | -37.0% | +106.1% | +67.5% |
| All | +69.1% | -37.4% | +106.5% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling