+132.4%
CSX vs ONTO
+449.2%
-316.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | +0.8% |
| 7D | -2.2% | +1.4% | -3.6% | -3.0% |
| 30D | +6.8% | -34.1% | +40.9% | +13.4% |
| 3M | +0.7% | -37.1% | +37.8% | +6.9% |
| 6M | +13.3% | -31.8% | +45.1% | +15.7% |
| YTD | +40.5% | +22.9% | +17.6% | +25.7% |
| 1Y | +44.7% | +39.5% | +5.2% | +25.8% |
| 3Y | +74.5% | +57.7% | +16.8% | +30.3% |
| 5Y | +52.0% | +115.8% | -63.8% | -3.7% |
| All | +132.4% | +449.2% | -316.9% | -15.6% |
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