+1,176.6%
CSX vs SCHG
+1,107.5%
+69.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | +8.7% | -5.9% | +14.6% | +13.7% |
| 3M | +4.2% | -3.4% | +7.6% | +6.4% |
| 6M | +16.7% | +1.1% | +15.6% | +14.1% |
| YTD | +44.5% | +5.9% | +38.6% | +35.3% |
| 1Y | +50.3% | +4.6% | +45.7% | +42.0% |
| 3Y | +76.3% | +80.6% | -4.3% | -0.7% |
| 5Y | +58.1% | +73.9% | -15.8% | -11.1% |
| 10Y | +416.4% | +438.8% | -22.4% | -19.6% |
| All | +1,176.6% | +1,107.5% | +69.1% | -22.8% |
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