+69.2%
CB vs SCHG
+85.5%
-16.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -0.5% | -0.9% | +0.3% | -0.5% |
| 30D | -3.1% | -2.3% | -0.8% | -3.0% |
| 3M | +4.2% | +4.5% | -0.4% | +4.1% |
| 6M | +4.7% | +13.6% | -8.8% | +4.0% |
| YTD | +8.8% | +7.6% | +1.3% | +8.5% |
| 1Y | +22.6% | +13.0% | +9.6% | +21.5% |
| All | +69.2% | +85.5% | -16.2% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling