+38.4%
CART vs SCHG
+88.6%
-50.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.4% |
| 7D | -9.5% | -0.9% | -8.6% | -9.0% |
| 30D | -7.8% | -2.3% | -5.5% | -6.4% |
| 3M | +10.4% | +4.5% | +5.9% | +7.6% |
| 6M | +20.1% | +13.6% | +6.5% | +10.9% |
| YTD | +3.7% | +7.6% | -3.9% | -0.9% |
| 1Y | +2.6% | +13.0% | -10.5% | -5.4% |
| All | +38.4% | +88.6% | -50.2% | -20.5% |
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