+394.0%
CAH vs SCHG
+84.3%
+309.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | +0.2% | -1.3% | +1.4% | +0.4% |
| 3M | +6.3% | +5.4% | +0.9% | +5.1% |
| 6M | +9.4% | +14.4% | -5.0% | +6.1% |
| YTD | +15.0% | +8.0% | +6.9% | +12.8% |
| 1Y | +55.4% | +12.7% | +42.7% | +50.8% |
| 3Y | +173.8% | +85.6% | +88.2% | +132.1% |
| All | +394.0% | +84.3% | +309.7% | +304.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling