+14.7%
SNOW vs CSX
+101.9%
-87.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +4.3% |
| 7D | +0.2% | -2.2% | +2.4% | +1.1% |
| 30D | -21.1% | +6.8% | -27.9% | -23.7% |
| 3M | -11.9% | +0.7% | -12.6% | -12.5% |
| 6M | +91.0% | +13.3% | +77.7% | +77.2% |
| YTD | +32.7% | +40.5% | -7.8% | +7.0% |
| 1Y | +10.8% | +44.7% | -33.9% | -12.4% |
| 3Y | +86.2% | +74.5% | +11.7% | +27.1% |
| 5Y | -22.7% | +52.0% | -74.7% | -43.9% |
| All | +14.7% | +101.9% | -87.2% | -27.7% |
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