+258.7%
CSX vs SNAP
-79.2%
+337.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.7% | -10.6% | +11.3% | +1.5% |
| 30D | +8.1% | -19.7% | +27.8% | +9.7% |
| 3M | +2.2% | -6.5% | +8.7% | +2.3% |
| 6M | +14.6% | -17.8% | +32.4% | +15.5% |
| YTD | +42.2% | -38.0% | +80.2% | +45.7% |
| 1Y | +47.3% | -42.5% | +89.8% | +51.7% |
| 3Y | +73.5% | -55.8% | +129.4% | +76.5% |
| 5Y | +54.1% | -90.5% | +144.6% | +66.7% |
| All | +258.7% | -79.2% | +337.9% | +210.6% |
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