+41.5%
CSX vs ENB
+5.2%
+36.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.9% |
| 7D | -5.5% | -5.2% | -0.3% | -4.6% |
| 30D | +4.9% | +2.2% | +2.8% | +4.7% |
| 3M | -2.9% | -8.1% | +5.2% | -1.5% |
| 6M | +8.3% | -11.2% | +19.5% | +10.6% |
| YTD | +36.7% | +2.0% | +34.7% | +34.2% |
| 1Y | +41.5% | +4.1% | +37.4% | +38.7% |
| All | +41.5% | +5.2% | +36.3% | +38.7% |
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