+2,997.2%
ENB vs CRL
+1,379.5%
+1,617.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -2.2% | +10.7% | -12.9% | -3.9% |
| 3M | -10.5% | +55.3% | -65.8% | -16.9% |
| 6M | -5.1% | +60.7% | -65.7% | -13.0% |
| YTD | +9.0% | +44.6% | -35.7% | +1.1% |
| 1Y | +8.2% | +77.7% | -69.5% | -3.5% |
| 3Y | +67.8% | +37.6% | +30.1% | +50.7% |
| 5Y | +69.4% | -35.8% | +105.2% | +71.0% |
| 10Y | +117.5% | +241.7% | -124.2% | +59.5% |
| All | +2,997.2% | +1,379.5% | +1,617.8% | +1,876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling