+52.0%
SNOW vs CSX
+55.3%
-3.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.0% |
| 7D | +2.8% | -3.4% | +6.2% | +1.0% |
| 30D | +6.4% | -3.1% | +9.5% | +4.7% |
| 3M | +38.1% | +7.2% | +30.9% | +44.1% |
| 6M | +100.4% | +16.2% | +84.2% | +114.0% |
| YTD | +53.7% | +37.5% | +16.2% | +68.9% |
| 1Y | +52.0% | +53.2% | -1.3% | +68.0% |
| All | +52.0% | +55.3% | -3.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling