+604.3%
CEG vs SCHG
+90.5%
+513.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | -4.8% | -1.0% | -3.7% | -3.9% |
| 30D | +2.3% | -1.3% | +3.6% | +3.4% |
| 3M | +15.6% | +5.4% | +10.2% | +9.7% |
| 6M | -5.0% | +14.4% | -19.4% | -16.4% |
| YTD | -19.0% | +8.0% | -27.1% | -24.8% |
| 1Y | -10.0% | +12.7% | -22.7% | -19.0% |
| 3Y | +163.9% | +85.6% | +78.3% | +71.3% |
| All | +604.3% | +90.5% | +513.8% | +322.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling