+138.9%
CSX vs ONTO
+508.7%
-369.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.9% | -7.3% | +0.1% |
| 7D | -0.3% | +16.4% | -16.7% | -3.2% |
| 30D | +8.7% | -21.4% | +30.1% | +12.1% |
| 3M | +4.2% | -32.7% | +37.0% | +9.6% |
| 6M | +16.7% | -25.2% | +41.9% | +17.4% |
| YTD | +44.5% | +36.2% | +8.2% | +27.0% |
| 1Y | +50.3% | +61.2% | -10.9% | +27.4% |
| 3Y | +76.3% | +58.7% | +17.7% | +33.2% |
| 5Y | +58.1% | +143.6% | -85.5% | -2.1% |
| All | +138.9% | +508.7% | -369.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling