+556.1%
ON vs CSX
+422.0%
+134.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.5% |
| 7D | +3.3% | -0.3% | +3.6% | +3.8% |
| 30D | -3.1% | +8.7% | -11.8% | -9.5% |
| 3M | -9.2% | +4.2% | -13.4% | -12.5% |
| 6M | -31.4% | +16.7% | -48.0% | -40.0% |
| YTD | +36.0% | +44.5% | -8.5% | +1.0% |
| 1Y | +52.0% | +50.3% | +1.7% | +9.7% |
| 3Y | +9.3% | +76.3% | -67.0% | -31.6% |
| 5Y | +26.5% | +58.1% | -31.6% | -14.2% |
| 10Y | +556.1% | +416.4% | +139.7% | +189.6% |
| All | +556.1% | +422.0% | +134.2% | +189.6% |
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