+238.3%
SCHD vs CSX
+494.4%
-256.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -2.6% | -0.6% | -2.1% | -2.4% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | +6.1% | +2.6% | +3.5% | +4.7% |
| 6M | +11.7% | +19.8% | -8.1% | +3.2% |
| YTD | +26.3% | +34.7% | -8.3% | +11.1% |
| 1Y | +28.8% | +52.1% | -23.4% | +7.4% |
| 3Y | +55.0% | +68.4% | -13.4% | +22.2% |
| 5Y | +60.0% | +65.1% | -5.1% | +25.3% |
| All | +238.3% | +494.4% | -256.0% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling