+47.5%
CCL vs SCHG
+84.7%
-37.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -4.3% | -2.7% | -1.6% | -0.7% |
| 30D | -19.0% | -2.2% | -16.8% | -16.6% |
| 3M | -13.1% | +6.2% | -19.3% | -19.6% |
| 6M | -13.3% | +13.4% | -26.7% | -25.8% |
| YTD | -25.2% | +7.1% | -32.4% | -31.3% |
| 1Y | -27.2% | +12.5% | -39.7% | -37.4% |
| All | +47.5% | +84.7% | -37.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling