+487.4%
CSX vs CNQ
+426.2%
+61.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.0% | +6.2% | -8.2% | -3.6% |
| 3M | +3.6% | +12.4% | -8.7% | +0.2% |
| 6M | +22.0% | +9.0% | +13.0% | +18.1% |
| YTD | +36.3% | +52.2% | -15.9% | +20.2% |
| 1Y | +50.9% | +65.0% | -14.1% | +29.9% |
| 3Y | +69.2% | +78.8% | -9.7% | +39.3% |
| 5Y | +69.2% | +286.0% | -216.7% | +8.9% |
| All | +487.4% | +426.2% | +61.2% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling