+216.1%
CCI vs SCHG
+1,132.2%
-916.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | -0.3% | -1.0% | +0.8% | +0.3% |
| 30D | +2.2% | -1.3% | +3.5% | +2.9% |
| 3M | -16.9% | +5.4% | -22.3% | -19.5% |
| 6M | -11.5% | +14.4% | -26.0% | -18.4% |
| YTD | -12.8% | +8.0% | -20.9% | -17.0% |
| 1Y | -17.1% | +12.7% | -29.8% | -23.2% |
| 3Y | -9.6% | +85.6% | -95.2% | -40.8% |
| 5Y | -48.9% | +85.5% | -134.5% | -67.4% |
| 10Y | +23.2% | +456.0% | -432.8% | -64.9% |
| All | +216.1% | +1,132.2% | -916.1% | -54.0% |
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