+416.4%
CSX vs ENB
+102.5%
+313.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.6% |
| 30D | +8.7% | +2.0% | +6.6% | +7.7% |
| 3M | +4.2% | -5.8% | +10.0% | +6.9% |
| 6M | +16.7% | -9.7% | +26.4% | +21.8% |
| YTD | +44.5% | +4.2% | +40.3% | +40.4% |
| 1Y | +50.3% | +3.2% | +47.1% | +46.6% |
| 3Y | +76.3% | +70.6% | +5.7% | +32.5% |
| 5Y | +58.1% | +55.1% | +3.0% | +23.7% |
| 10Y | +416.4% | +107.6% | +308.8% | +228.5% |
| All | +416.4% | +102.5% | +313.9% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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