+516.0%
ON vs CSX
+436.1%
+79.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.8% | +6.4% | +7.0% |
| 7D | -1.4% | -2.2% | +0.8% | +0.4% |
| 30D | -10.9% | +6.8% | -17.7% | -15.6% |
| 3M | -14.9% | +0.7% | -15.6% | -15.8% |
| 6M | -33.0% | +13.3% | -46.3% | -40.1% |
| YTD | +27.6% | +40.5% | -12.9% | -3.1% |
| 1Y | +44.5% | +44.7% | -0.2% | +7.4% |
| 3Y | +7.4% | +74.5% | -67.1% | -32.2% |
| 5Y | +18.7% | +52.0% | -33.2% | -17.1% |
| 10Y | +516.0% | +412.6% | +103.3% | +184.3% |
| All | +516.0% | +436.1% | +79.9% | +184.3% |
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