+209.9%
ON vs CSX
+6,606.4%
-6,396.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +2.4% | -3.4% | +5.8% | +4.8% |
| 30D | -3.3% | -3.1% | -0.2% | -1.4% |
| 3M | -43.6% | +7.2% | -50.7% | -46.5% |
| 6M | +19.0% | +16.2% | +2.8% | +7.5% |
| YTD | +37.4% | +37.5% | -0.2% | +10.7% |
| 1Y | +54.8% | +53.2% | +1.5% | +15.9% |
| 3Y | -25.2% | +68.2% | -93.4% | -47.6% |
| 5Y | +62.7% | +65.2% | -2.5% | +15.7% |
| 10Y | +574.3% | +504.1% | +70.2% | +112.1% |
| All | +209.9% | +6,606.4% | -6,396.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling