+71.8%
CF vs SCHG
+88.4%
-16.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | +18.1% | -1.5% | +19.6% | +18.1% |
| 3M | +23.4% | +4.4% | +19.0% | +23.2% |
| 6M | +17.1% | +15.7% | +1.4% | +15.8% |
| YTD | +76.2% | +8.3% | +67.9% | +76.7% |
| 1Y | +62.3% | +14.2% | +48.0% | +60.4% |
| 3Y | +71.8% | +88.3% | -16.4% | +46.0% |
| All | +71.8% | +88.4% | -16.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling