+67.8%
CSX vs ENB
+69.5%
-1.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -2.2% | -0.8% | -2.2% |
| 3M | +7.2% | -10.5% | +17.7% | +12.0% |
| 6M | +16.2% | -5.1% | +21.2% | +18.2% |
| YTD | +37.5% | +9.0% | +28.6% | +31.4% |
| 1Y | +53.2% | +8.2% | +45.0% | +46.7% |
| 3Y | +68.2% | +67.8% | +0.5% | +27.1% |
| All | +67.8% | +69.5% | -1.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling