+51.4%
CF vs SCHG
+4.3%
+47.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | -0.6% |
| 7D | +4.8% | +2.7% | +2.0% | +7.5% |
| 30D | +4.7% | -5.2% | +9.9% | 0.0% |
| 3M | +7.4% | -5.2% | +12.6% | +2.9% |
| 6M | +0.6% | -0.6% | +1.2% | +1.5% |
| YTD | +64.1% | +4.7% | +59.4% | +85.9% |
| 1Y | +51.4% | +6.0% | +45.4% | +71.6% |
| All | +51.4% | +4.3% | +47.1% | +71.6% |
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