+546.8%
ON vs CSX
+419.3%
+127.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.6% |
| 7D | +17.0% | +3.1% | +13.9% | +14.4% |
| 30D | -3.9% | +9.7% | -13.6% | -10.8% |
| 3M | -11.5% | +4.9% | -16.4% | -15.1% |
| 6M | -29.2% | +18.4% | -47.5% | -38.7% |
| YTD | +36.2% | +45.9% | -9.7% | +0.4% |
| 1Y | +49.6% | +50.0% | -0.3% | +8.2% |
| 3Y | +9.4% | +78.0% | -68.6% | -32.0% |
| 5Y | +25.8% | +59.2% | -33.3% | -15.1% |
| All | +546.8% | +419.3% | +127.5% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling