+579.7%
CF vs SCHG
+459.0%
+120.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | +11.5% | -1.3% | +12.7% | +12.1% |
| 3M | +25.5% | +5.4% | +20.1% | +21.3% |
| 6M | +11.8% | +14.4% | -2.6% | +2.0% |
| YTD | +74.6% | +8.0% | +66.5% | +64.4% |
| 1Y | +57.7% | +12.7% | +45.0% | +44.2% |
| 3Y | +74.2% | +85.6% | -11.4% | +11.4% |
| 5Y | +223.8% | +85.5% | +138.3% | +100.6% |
| All | +579.7% | +459.0% | +120.7% | +13.8% |
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 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