+8.6%
SNOW vs CSX
+96.4%
-87.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +3.9% |
| 7D | -9.9% | -5.5% | -4.3% | -7.6% |
| 30D | -17.1% | +4.9% | -22.1% | -19.2% |
| 3M | -13.2% | -2.9% | -10.4% | -12.5% |
| 6M | +97.4% | +8.3% | +89.1% | +86.8% |
| YTD | +25.8% | +36.7% | -11.0% | +2.6% |
| 1Y | +4.2% | +41.5% | -37.3% | -16.9% |
| 3Y | +91.3% | +68.6% | +22.7% | +32.7% |
| 5Y | -24.4% | +48.4% | -72.8% | -44.5% |
| All | +8.6% | +96.4% | -87.8% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling