+20.0%
ON vs CSX
+57.8%
-37.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.1% |
| 7D | +12.2% | +6.0% | +6.3% | +7.3% |
| 30D | -3.1% | +7.8% | -10.9% | -9.2% |
| 3M | -12.9% | +4.1% | -17.0% | -16.1% |
| 6M | -38.6% | +17.9% | -56.5% | -47.5% |
| YTD | +31.2% | +44.9% | -13.7% | -5.6% |
| 1Y | +47.6% | +51.1% | -3.5% | +2.5% |
| 3Y | +6.6% | +78.3% | -71.7% | -39.0% |
| All | +20.0% | +57.8% | -37.8% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling