+989.7%
CAH vs SCHG
+1,132.2%
-142.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.5% |
| 30D | +0.2% | -1.3% | +1.4% | +0.8% |
| 3M | +6.3% | +5.4% | +0.9% | +2.9% |
| 6M | +9.4% | +14.4% | -5.0% | +0.7% |
| YTD | +15.0% | +8.0% | +6.9% | +9.1% |
| 1Y | +55.4% | +12.7% | +42.7% | +43.3% |
| 3Y | +173.8% | +85.6% | +88.2% | +80.3% |
| 5Y | +395.2% | +85.5% | +309.7% | +214.5% |
| 10Y | +293.2% | +456.0% | -162.8% | -2.4% |
| All | +989.7% | +1,132.2% | -142.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling