+19.0%
ON vs CSX
+15.8%
+3.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | +2.4% | -3.4% | +5.8% | +5.2% |
| 30D | -3.3% | -3.1% | -0.2% | -1.0% |
| 3M | -43.6% | +7.2% | -50.7% | -49.2% |
| 6M | +19.0% | +16.2% | +2.8% | -4.8% |
| All | +19.0% | +15.8% | +3.2% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling