+134.0%
CSX vs ONTO
+341.5%
-207.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.6% | +13.3% | +0.2% |
| 7D | -2.7% | -29.7% | +27.0% | +2.7% |
| 30D | +7.0% | -50.3% | +57.3% | +19.4% |
| 3M | -0.3% | -43.5% | +43.2% | +7.6% |
| 6M | +13.5% | -48.9% | +62.4% | +22.1% |
| YTD | +41.5% | -1.2% | +42.7% | +31.5% |
| 1Y | +45.8% | +14.9% | +30.9% | +31.0% |
| 3Y | +74.4% | +31.2% | +43.2% | +33.9% |
| 5Y | +53.6% | +68.1% | -14.5% | +2.3% |
| All | +134.0% | +341.5% | -207.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling