+32.1%
SNOW vs CSX
+95.9%
-63.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | +1.5% | -2.3% | +3.8% | +2.6% |
| 3M | +39.5% | +4.3% | +35.2% | +36.2% |
| 6M | +85.9% | +23.4% | +62.5% | +63.1% |
| YTD | +52.9% | +36.4% | +16.5% | +25.5% |
| 1Y | +48.1% | +53.0% | -4.9% | +12.4% |
| 3Y | +102.2% | +70.6% | +31.5% | +39.7% |
| 5Y | +5.5% | +65.5% | -60.0% | -24.8% |
| All | +32.1% | +95.9% | -63.8% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling