+3.2%
CDE vs SCHG
+0.2%
+3.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +10.9% |
| 7D | +4.2% | -6.8% | +11.0% | +18.8% |
| 30D | -14.8% | -11.2% | -3.6% | +7.8% |
| 3M | -16.1% | -7.4% | -8.7% | -2.7% |
| 6M | -14.5% | -1.0% | -13.5% | -11.7% |
| YTD | -17.9% | +0.9% | -18.8% | -18.6% |
| 1Y | +3.2% | -0.2% | +3.4% | +4.6% |
| All | +3.2% | +0.2% | +3.1% | +4.6% |
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