+47.1%
CSX vs CNQ
+61.9%
-14.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.7% |
| 7D | +0.1% | -9.4% | +9.6% | +0.2% |
| 30D | +9.7% | +2.8% | +7.0% | +9.3% |
| 3M | +2.3% | +8.5% | -6.2% | +1.7% |
| 6M | +17.1% | +6.4% | +10.7% | +16.2% |
| YTD | +44.9% | +50.9% | -6.0% | +31.4% |
| 1Y | +47.1% | +62.8% | -15.7% | +33.2% |
| All | +47.1% | +61.9% | -14.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 1y: compounded portfolio wealth divided by compounded CNQ 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…
1y analysis · Full analysis span regression · 6 months rolling