+10.7%
CARR vs SCHG
+84.3%
-73.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -3.8% | -1.0% | -2.7% | -3.0% |
| 30D | -8.9% | -1.3% | -7.6% | -8.0% |
| 3M | -17.3% | +5.4% | -22.8% | -20.7% |
| 6M | -1.4% | +14.4% | -15.8% | -11.2% |
| YTD | +10.0% | +8.0% | +2.0% | +3.3% |
| 1Y | -6.4% | +12.7% | -19.1% | -14.9% |
| 3Y | +1.5% | +85.6% | -84.1% | -37.4% |
| All | +10.7% | +84.3% | -73.7% | -35.8% |
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