+295.2%
SCHW vs CSX
+502.6%
-207.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | 0.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -0.1% | -1.5% | +1.5% | +0.7% |
| 3M | +20.6% | +6.0% | +14.6% | +16.2% |
| 6M | +15.9% | +20.6% | -4.6% | +3.1% |
| YTD | +8.5% | +36.5% | -28.0% | -10.4% |
| 1Y | +17.8% | +55.0% | -37.1% | -9.7% |
| 3Y | +88.5% | +70.8% | +17.8% | +33.1% |
| 5Y | +60.6% | +69.6% | -8.9% | +12.6% |
| All | +295.2% | +502.6% | -207.4% | +69.6% |
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