+237.3%
SCHD vs CSX
+502.6%
-265.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.8% | -1.5% | +0.7% | -0.3% |
| 3M | +6.2% | +6.0% | +0.2% | +3.5% |
| 6M | +11.8% | +20.6% | -8.8% | +3.0% |
| YTD | +26.0% | +36.5% | -10.6% | +10.2% |
| 1Y | +28.1% | +55.0% | -26.8% | +6.1% |
| 3Y | +54.6% | +70.8% | -16.2% | +21.2% |
| 5Y | +60.3% | +69.6% | -9.2% | +24.1% |
| All | +237.3% | +502.6% | -265.3% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CSX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling