+58.1%
CSX vs SCHG
+72.9%
-14.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +8.7% | -5.9% | +14.6% | +11.5% |
| 3M | +4.2% | -3.4% | +7.6% | +5.5% |
| 6M | +16.7% | +1.1% | +15.6% | +15.3% |
| YTD | +44.5% | +5.9% | +38.6% | +39.3% |
| 1Y | +50.3% | +4.6% | +45.7% | +45.6% |
| 3Y | +76.3% | +80.6% | -4.3% | +26.6% |
| 5Y | +58.1% | +73.9% | -15.8% | +10.0% |
| All | +58.1% | +72.9% | -14.7% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling