-24.8%
CCL vs SCHG
+16.6%
-41.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.3% |
| 7D | -5.0% | -0.7% | -4.3% | -4.2% |
| 30D | -20.3% | +0.2% | -20.6% | -20.6% |
| 3M | -15.1% | +2.2% | -17.4% | -17.8% |
| 6M | -15.1% | +15.0% | -30.1% | -30.2% |
| YTD | -21.8% | +9.2% | -30.9% | -33.5% |
| 1Y | -24.8% | +15.7% | -40.5% | -34.7% |
| All | -24.8% | +16.6% | -41.4% | -34.7% |
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 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