+74.5%
CSX vs SNAP
-52.6%
+127.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.0% | +11.7% | -1.3% |
| 7D | -2.7% | -10.4% | +7.7% | -2.0% |
| 30D | +7.0% | -11.9% | +18.9% | +7.8% |
| 3M | -0.3% | -4.5% | +4.2% | -0.3% |
| 6M | +13.5% | -16.7% | +30.2% | +14.4% |
| YTD | +41.5% | -36.9% | +78.4% | +44.9% |
| 1Y | +45.8% | -30.3% | +76.0% | +47.8% |
| All | +74.5% | -52.6% | +127.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling