+20.4%
CB vs SCHG
+12.1%
+8.4%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | -2.8% | -2.7% | 0.0% | -3.5% |
| 30D | -2.4% | -2.2% | -0.2% | -3.0% |
| 3M | +2.8% | +6.2% | -3.4% | +4.6% |
| 6M | +4.8% | +13.4% | -8.6% | +6.7% |
| YTD | +9.2% | +7.1% | +2.1% | +9.7% |
| All | +20.4% | +12.1% | +8.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling