+864.2%
CB vs SCHG
+1,145.2%
-281.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.9% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +9.0% | +2.2% | +6.7% | +7.2% |
| 6M | +2.9% | +15.0% | -12.2% | -5.4% |
| YTD | +10.1% | +9.2% | +0.9% | +4.0% |
| 1Y | +22.8% | +15.7% | +7.1% | +11.7% |
| 3Y | +73.8% | +87.3% | -13.5% | +14.5% |
| 5Y | +99.2% | +84.5% | +14.7% | +28.3% |
| 10Y | +218.2% | +448.7% | -230.5% | -15.2% |
| All | +864.2% | +1,145.2% | -281.0% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling