+62.2%
CF vs SCHG
+12.4%
+49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.3% |
| 7D | -0.8% | -0.9% | 0.0% | -1.4% |
| 30D | +14.3% | -2.3% | +16.6% | +12.5% |
| 3M | +27.9% | +4.5% | +23.3% | +32.6% |
| 6M | +25.5% | +13.6% | +12.0% | +41.3% |
| YTD | +81.2% | +7.6% | +73.6% | +103.4% |
| All | +62.2% | +12.4% | +49.8% | +87.0% |
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