+245.0%
CSX vs SNAP
-79.3%
+324.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.2% |
| 7D | -5.5% | -7.1% | +1.6% | -5.1% |
| 30D | +4.9% | -14.6% | +19.6% | +6.0% |
| 3M | -2.9% | -5.0% | +2.1% | -2.8% |
| 6M | +8.3% | -18.8% | +27.2% | +9.3% |
| YTD | +36.7% | -38.5% | +75.3% | +40.2% |
| 1Y | +41.5% | -38.1% | +79.6% | +44.8% |
| 3Y | +68.6% | -53.8% | +122.4% | +70.9% |
| 5Y | +48.4% | -90.7% | +139.1% | +60.8% |
| All | +245.0% | -79.3% | +324.3% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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