+54.8%
ON vs CSX
+55.3%
-0.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +2.4% | -3.4% | +5.8% | +4.7% |
| 30D | -3.3% | -3.1% | -0.2% | -1.4% |
| 3M | -43.6% | +7.2% | -50.7% | -47.5% |
| 6M | +19.0% | +16.2% | +2.8% | +2.4% |
| YTD | +37.4% | +37.5% | -0.2% | +9.9% |
| 1Y | +54.8% | +53.2% | +1.5% | +18.9% |
| All | +54.8% | +55.3% | -0.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling