+54.1%
CSX vs ONON
-39.6%
+93.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | -2.3% | -27.4% | +25.1% | -0.2% |
| 3M | +4.3% | -26.5% | +30.8% | +6.3% |
| 6M | +23.4% | -34.2% | +57.6% | +26.4% |
| YTD | +36.4% | -41.3% | +77.7% | +41.3% |
| All | +54.1% | -39.6% | +93.8% | +63.1% |
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