+74.5%
CSX vs ONTO
+56.0%
+18.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | +2.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | +6.8% | -34.1% | +40.9% | +9.6% |
| 3M | +0.7% | -37.1% | +37.8% | +3.3% |
| 6M | +13.3% | -31.8% | +45.1% | +14.3% |
| YTD | +40.5% | +22.9% | +17.6% | +33.6% |
| 1Y | +44.7% | +39.5% | +5.2% | +35.9% |
| 3Y | +74.5% | +57.7% | +16.8% | +53.7% |
| All | +74.5% | +56.0% | +18.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling