+58.3%
CSX vs ONTO
+124.4%
-66.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +6.0% | +17.5% | -11.5% | +4.1% |
| 30D | +7.8% | -15.7% | +23.5% | +9.2% |
| 3M | +4.1% | -39.7% | +43.8% | +9.0% |
| 6M | +17.9% | -26.5% | +44.4% | +18.6% |
| YTD | +44.9% | +29.0% | +15.9% | +33.9% |
| 1Y | +51.1% | +57.0% | -5.8% | +35.8% |
| 3Y | +78.3% | +50.0% | +28.3% | +47.6% |
| All | +58.3% | +124.4% | -66.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling