+265.5%
CSX vs SNAP
-75.3%
+340.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +9.7% | +5.5% | +4.2% | +9.2% |
| 3M | +2.3% | +2.2% | 0.0% | +1.8% |
| 6M | +17.1% | -4.1% | +21.1% | +16.7% |
| YTD | +44.9% | -26.6% | +71.5% | +46.6% |
| 1Y | +47.1% | -20.7% | +67.8% | +47.8% |
| 3Y | +78.6% | -44.8% | +123.3% | +78.7% |
| 5Y | +57.2% | -88.7% | +145.9% | +67.8% |
| All | +265.5% | -75.3% | +340.9% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling