+10.5%
ON vs CSX
+76.9%
-66.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.8% |
| 30D | -3.1% | +8.7% | -11.8% | -9.2% |
| 3M | -9.2% | +4.2% | -13.4% | -12.2% |
| 6M | -31.4% | +16.7% | -48.0% | -40.2% |
| YTD | +36.0% | +44.5% | -8.5% | +0.2% |
| 1Y | +52.0% | +50.3% | +1.7% | +8.7% |
| All | +10.5% | +76.9% | -66.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling