+1,188.9%
CSX vs SCHG
+1,104.0%
+84.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +3.1% | +4.6% | -1.5% | -0.6% |
| 30D | +9.7% | -6.2% | +15.9% | +15.0% |
| 3M | +4.9% | -3.5% | +8.4% | +7.3% |
| 6M | +18.4% | +0.9% | +17.4% | +15.9% |
| YTD | +45.9% | +5.6% | +40.3% | +36.9% |
| 1Y | +50.0% | +4.4% | +45.5% | +41.9% |
| 3Y | +78.0% | +80.1% | -2.1% | +0.5% |
| 5Y | +59.2% | +71.3% | -12.1% | -9.1% |
| 10Y | +421.4% | +437.2% | -15.8% | -18.7% |
| All | +1,188.9% | +1,104.0% | +84.9% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling