-42.6%
CCL vs SCHG
+459.0%
-501.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.1% |
| 7D | -3.2% | -1.0% | -2.2% | -1.9% |
| 30D | -17.8% | -1.3% | -16.5% | -16.4% |
| 3M | -18.7% | +5.4% | -24.1% | -24.2% |
| 6M | -11.4% | +14.4% | -25.8% | -25.1% |
| YTD | -24.3% | +8.0% | -32.3% | -31.0% |
| 1Y | -28.8% | +12.7% | -41.5% | -39.0% |
| 3Y | +49.3% | +85.6% | -36.3% | -33.0% |
| 5Y | +1.6% | +85.5% | -83.9% | -52.9% |
| All | -42.6% | +459.0% | -501.6% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling