+74.7%
CART vs SCHG
+85.7%
-11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +23.1% | -5.9% | +29.0% | +27.4% |
| 3M | +19.2% | -3.4% | +22.5% | +21.4% |
| 6M | +45.7% | +1.1% | +44.6% | +44.4% |
| YTD | +30.9% | +5.9% | +25.0% | +26.0% |
| 1Y | +50.2% | +4.6% | +45.6% | +45.5% |
| 3Y | +133.5% | +80.6% | +52.9% | +43.3% |
| All | +74.7% | +85.7% | -11.0% | +1.0% |
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