+53.2%
CSX vs ONON
-37.3%
+90.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -3.2% |
| 30D | -3.1% | -26.7% | +23.6% | -1.0% |
| 3M | +7.2% | -25.3% | +32.5% | +9.1% |
| 6M | +16.2% | -35.3% | +51.4% | +19.5% |
| YTD | +37.5% | -39.8% | +77.3% | +42.2% |
| 1Y | +53.2% | -39.2% | +92.4% | +64.9% |
| All | +53.2% | -37.3% | +90.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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