+187.9%
SCHW vs CSX
+415.8%
-227.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +2.0% | +6.0% | -4.0% | -1.2% |
| 30D | -3.6% | +7.8% | -11.4% | -7.7% |
| 3M | -15.0% | +4.1% | -19.1% | -17.2% |
| 6M | +2.6% | +17.9% | -15.3% | -7.2% |
| YTD | -5.7% | +44.9% | -50.6% | -24.9% |
| 1Y | -0.9% | +51.1% | -52.0% | -22.9% |
| 3Y | +79.4% | +78.3% | +1.1% | +23.4% |
| 5Y | +21.2% | +58.1% | -36.9% | -11.5% |
| All | +187.9% | +415.8% | -227.9% | +36.9% |
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 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