+67.8%
CSX vs SNAP
-92.8%
+160.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.4% |
| 30D | -3.1% | +2.6% | -5.7% | -3.3% |
| 3M | +7.2% | -9.9% | +17.1% | +7.5% |
| 6M | +16.2% | +1.9% | +14.3% | +15.2% |
| YTD | +37.5% | -32.2% | +69.8% | +39.7% |
| 1Y | +53.2% | -22.8% | +76.1% | +54.1% |
| 3Y | +68.2% | -47.6% | +115.8% | +68.9% |
| All | +67.8% | -92.8% | +160.6% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling