+504.6%
CSX vs ENB
+116.8%
+387.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -2.2% | -0.8% | -2.1% |
| 3M | +7.2% | -10.5% | +17.7% | +12.6% |
| 6M | +16.2% | -5.1% | +21.2% | +18.5% |
| YTD | +37.5% | +9.0% | +28.6% | +31.2% |
| 1Y | +53.2% | +8.2% | +45.0% | +46.4% |
| 3Y | +68.2% | +67.8% | +0.5% | +27.9% |
| 5Y | +65.2% | +69.4% | -4.1% | +24.3% |
| All | +504.6% | +116.8% | +387.8% | +281.4% |
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