+445.7%
CSX vs ENB
+105.8%
+339.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -1.6% |
| 30D | +7.0% | +3.4% | +3.6% | +5.4% |
| 3M | -0.3% | -6.1% | +5.8% | +2.4% |
| 6M | +13.5% | -10.0% | +23.6% | +18.7% |
| YTD | +41.5% | +4.7% | +36.8% | +37.3% |
| 1Y | +45.8% | +7.5% | +38.3% | +39.5% |
| 3Y | +74.4% | +69.1% | +5.3% | +31.8% |
| 5Y | +53.6% | +50.4% | +3.2% | +22.1% |
| All | +445.7% | +105.8% | +339.9% | +245.5% |
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