+2,830.9%
ENB vs CRL
+1,712.0%
+1,118.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +0.4% |
| 7D | -3.7% | +4.4% | -8.0% | -4.4% |
| 30D | +1.7% | +17.1% | -15.4% | -1.0% |
| 3M | -6.3% | +32.1% | -38.4% | -10.7% |
| 6M | -9.2% | +98.9% | -108.1% | -19.5% |
| YTD | +3.1% | +77.1% | -74.0% | -7.7% |
| 1Y | +3.4% | +110.3% | -106.9% | -10.2% |
| 3Y | +68.9% | +108.5% | -39.6% | +40.9% |
| 5Y | +51.7% | -7.9% | +59.6% | +43.8% |
| 10Y | +98.3% | +368.9% | -270.6% | +38.2% |
| All | +2,830.9% | +1,712.0% | +1,118.9% | +1,704.6% |
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