+452.4%
ON vs CSX
+440.0%
+12.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +3.0% |
| 7D | -11.7% | -5.5% | -6.1% | -7.8% |
| 30D | -23.3% | +4.9% | -28.2% | -26.5% |
| 3M | -19.2% | -2.9% | -16.3% | -17.9% |
| 6M | -40.1% | +8.3% | -48.5% | -44.6% |
| YTD | +16.9% | +36.7% | -19.8% | -9.4% |
| 1Y | +29.7% | +41.5% | -11.8% | -2.0% |
| 3Y | -4.4% | +68.6% | -73.0% | -38.0% |
| 5Y | +7.1% | +48.4% | -41.4% | -23.8% |
| All | +452.4% | +440.0% | +12.5% | +165.3% |
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