-19.0%
CAG vs SCHG
+13.0%
-32.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.4% |
| 7D | -5.7% | -1.0% | -4.6% | -6.0% |
| 30D | -2.4% | -1.3% | -1.1% | -2.8% |
| 3M | +9.8% | +5.4% | +4.3% | +11.9% |
| 6M | -10.8% | +14.4% | -25.3% | -6.6% |
| YTD | -10.8% | +8.0% | -18.8% | -9.0% |
| 1Y | -19.0% | +12.7% | -31.7% | -15.5% |
| All | -19.0% | +13.0% | -32.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling