+55.0%
CSX vs SCHG
+11.9%
+43.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | -1.5% | -2.2% | +0.7% | -1.1% |
| 3M | +6.0% | +6.2% | -0.2% | +4.5% |
| 6M | +20.6% | +13.4% | +7.2% | +15.2% |
| YTD | +36.5% | +7.1% | +29.4% | +31.7% |
| 1Y | +55.0% | +12.5% | +42.5% | +50.6% |
| All | +55.0% | +11.9% | +43.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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