-3.5%
CCL vs SCHG
+1,127.0%
-1,130.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -3.3% |
| 30D | -18.2% | -2.3% | -15.9% | -15.8% |
| 3M | -17.7% | +4.5% | -22.2% | -22.0% |
| 6M | -13.0% | +13.6% | -26.6% | -25.2% |
| YTD | -24.5% | +7.6% | -32.0% | -30.4% |
| 1Y | -26.9% | +13.0% | -40.0% | -37.1% |
| 3Y | +50.8% | +87.0% | -36.2% | -30.3% |
| 5Y | -0.9% | +82.9% | -83.8% | -50.9% |
| 10Y | -41.7% | +453.6% | -495.3% | -91.8% |
| All | -3.5% | +1,127.0% | -1,130.4% | -94.7% |
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