+60.7%
SCHD vs CSX
+66.7%
-6.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | +1.5% | -2.3% | +3.8% | +2.3% |
| 3M | +7.4% | +4.3% | +3.1% | +5.4% |
| 6M | +12.4% | +23.4% | -11.0% | +2.7% |
| YTD | +27.5% | +36.4% | -8.9% | +11.6% |
| 1Y | +30.0% | +53.0% | -23.0% | +8.2% |
| 3Y | +56.5% | +70.6% | -14.1% | +21.5% |
| 5Y | +60.7% | +65.5% | -4.8% | +23.4% |
| All | +60.7% | +66.7% | -6.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling