+69.8%
CSX vs CNQ
+280.7%
-210.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -1.5% | +6.7% | -8.2% | -2.9% |
| 3M | +6.0% | +12.8% | -6.8% | +3.1% |
| 6M | +20.6% | +13.3% | +7.3% | +16.4% |
| YTD | +36.5% | +53.1% | -16.5% | +22.4% |
| 1Y | +55.0% | +66.1% | -11.1% | +36.0% |
| 3Y | +70.8% | +75.4% | -4.7% | +44.4% |
| All | +69.8% | +280.7% | -210.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling