+219.2%
CB vs SCHG
+454.2%
-235.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.8% | -2.7% | 0.0% | -1.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.5% |
| 3M | +2.8% | +6.2% | -3.4% | -0.1% |
| 6M | +4.8% | +13.4% | -8.6% | -1.4% |
| YTD | +9.2% | +7.1% | +2.1% | +5.2% |
| 1Y | +22.8% | +12.5% | +10.3% | +15.3% |
| 3Y | +71.1% | +86.2% | -15.0% | +21.3% |
| 5Y | +101.0% | +83.9% | +17.1% | +40.3% |
| All | +219.2% | +454.2% | -235.0% | +9.6% |
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