+74.7%
CSX vs ONON
-6.7%
+81.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -3.1% |
| 30D | -3.1% | -26.7% | +23.6% | -0.3% |
| 3M | +7.2% | -25.3% | +32.5% | +9.8% |
| 6M | +16.2% | -35.3% | +51.4% | +20.6% |
| YTD | +37.5% | -39.8% | +77.3% | +43.8% |
| 1Y | +53.2% | -39.2% | +92.4% | +59.6% |
| All | +74.7% | -6.7% | +81.4% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling