+287.5%
CAH vs SCHG
+459.0%
-171.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | +0.2% | -1.3% | +1.4% | +0.7% |
| 3M | +6.3% | +5.4% | +0.9% | +3.6% |
| 6M | +9.4% | +14.4% | -5.0% | +2.4% |
| YTD | +15.0% | +8.0% | +6.9% | +10.3% |
| 1Y | +55.4% | +12.7% | +42.7% | +45.7% |
| 3Y | +173.8% | +85.6% | +88.2% | +94.4% |
| 5Y | +395.2% | +85.5% | +309.7% | +244.5% |
| All | +287.5% | +459.0% | -171.5% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling