+47.3%
CSX vs ENB
+4.1%
+43.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | +8.1% | +2.5% | +5.6% | +7.7% |
| 3M | +2.2% | -5.8% | +8.0% | +3.1% |
| 6M | +14.6% | -8.5% | +23.1% | +16.3% |
| YTD | +42.2% | +3.9% | +38.3% | +38.9% |
| 1Y | +47.3% | +3.7% | +43.6% | +44.1% |
| All | +47.3% | +4.1% | +43.3% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling