+101.0%
CB vs SCHG
+81.2%
+19.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | -2.7% | 0.0% | -2.3% |
| 30D | -2.4% | -2.2% | -0.2% | -2.0% |
| 3M | +2.8% | +6.2% | -3.4% | +1.5% |
| 6M | +4.8% | +13.4% | -8.6% | +1.9% |
| YTD | +9.2% | +7.1% | +2.1% | +7.4% |
| 1Y | +22.8% | +12.5% | +10.3% | +19.2% |
| 3Y | +71.1% | +86.2% | -15.0% | +41.9% |
| 5Y | +101.0% | +83.9% | +17.1% | +62.4% |
| All | +101.0% | +81.2% | +19.8% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling