+414.9%
CSX vs ENB
+109.5%
+305.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.0% | +3.1% | +2.8% | +4.5% |
| 30D | +7.8% | +2.1% | +5.7% | +6.8% |
| 3M | +4.1% | -4.4% | +8.5% | +6.1% |
| 6M | +17.9% | -10.1% | +28.0% | +23.3% |
| YTD | +44.9% | +5.2% | +39.7% | +40.2% |
| 1Y | +51.1% | +4.2% | +46.9% | +46.8% |
| 3Y | +78.3% | +70.1% | +8.2% | +34.2% |
| 5Y | +58.1% | +59.4% | -1.3% | +22.1% |
| All | +414.9% | +109.5% | +305.5% | +226.9% |
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