+65.1%
CSX vs SCHG
+82.0%
-16.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | -3.2% | -2.3% | -0.9% | -2.2% |
| 3M | +2.6% | +4.5% | -1.9% | +0.3% |
| 6M | +19.8% | +13.6% | +6.3% | +12.2% |
| YTD | +34.7% | +7.6% | +27.1% | +29.3% |
| 1Y | +52.1% | +13.0% | +39.1% | +42.2% |
| 3Y | +68.4% | +87.0% | -18.5% | +19.0% |
| 5Y | +65.1% | +82.9% | -17.7% | +12.4% |
| All | +65.1% | +82.0% | -16.9% | +12.4% |
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