+10,056.0%
CSX vs ENB
+11,329.0%
-1,273.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.9% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | +7.0% | +3.4% | +3.6% | +5.8% |
| 3M | -0.3% | -6.1% | +5.8% | +1.8% |
| 6M | +13.5% | -10.0% | +23.6% | +17.4% |
| YTD | +41.5% | +4.7% | +36.8% | +38.5% |
| 1Y | +45.8% | +7.5% | +38.3% | +41.3% |
| 3Y | +74.4% | +69.1% | +5.3% | +42.9% |
| 5Y | +53.6% | +50.4% | +3.2% | +30.7% |
| 10Y | +465.6% | +108.0% | +357.7% | +318.7% |
| All | +10,056.0% | +11,329.0% | -1,273.0% | +4,482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling