+52,550.4%
SCHW vs CSX
+10,217.9%
+42,332.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | -0.8% | -3.4% | +2.6% | +1.0% |
| 30D | +1.5% | -3.1% | +4.6% | +3.1% |
| 3M | +24.6% | +7.2% | +17.4% | +19.4% |
| 6M | +14.5% | +16.2% | -1.6% | +4.3% |
| YTD | +10.5% | +37.5% | -27.1% | -8.4% |
| 1Y | +13.4% | +53.2% | -39.9% | -11.5% |
| 3Y | +88.3% | +68.2% | +20.0% | +37.2% |
| 5Y | +62.1% | +65.2% | -3.1% | +18.2% |
| 10Y | +297.3% | +504.1% | -206.9% | +40.0% |
| All | +52,550.4% | +10,217.9% | +42,332.5% | +4,511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling