+5,453.1%
CSX vs CNQ
+5,474.2%
-21.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | -2.3% | +11.8% | -14.1% | -5.7% |
| 3M | +4.3% | +11.1% | -6.8% | +0.6% |
| 6M | +23.4% | +12.1% | +11.3% | +17.7% |
| YTD | +36.4% | +53.4% | -17.0% | +18.0% |
| 1Y | +53.0% | +71.4% | -18.3% | +27.5% |
| 3Y | +70.6% | +75.8% | -5.1% | +37.7% |
| 5Y | +65.5% | +286.0% | -220.5% | +1.1% |
| 10Y | +482.4% | +400.8% | +81.6% | +187.8% |
| All | +5,453.1% | +5,474.2% | -21.0% | +1,689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling