+1,115.3%
CSX vs SCHG
+1,145.2%
-29.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -2.8% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +7.2% | +2.2% | +4.9% | +4.6% |
| 6M | +16.2% | +15.0% | +1.1% | +2.5% |
| YTD | +37.5% | +9.2% | +28.4% | +26.5% |
| 1Y | +53.2% | +15.7% | +37.5% | +33.5% |
| 3Y | +68.2% | +87.3% | -19.0% | -7.7% |
| 5Y | +65.2% | +84.5% | -19.2% | -11.5% |
| 10Y | +504.1% | +448.7% | +55.4% | -6.4% |
| All | +1,115.3% | +1,145.2% | -29.9% | -27.9% |
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