+237.8%
CF vs SCHG
+82.0%
+155.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.8% | -0.9% | 0.0% | -0.7% |
| 30D | +14.3% | -2.3% | +16.6% | +14.7% |
| 3M | +27.9% | +4.5% | +23.3% | +26.5% |
| 6M | +25.5% | +13.6% | +12.0% | +21.5% |
| YTD | +81.2% | +7.6% | +73.6% | +77.8% |
| 1Y | +66.5% | +13.0% | +53.5% | +60.8% |
| 3Y | +76.7% | +87.0% | -10.3% | +43.5% |
| 5Y | +237.8% | +82.9% | +155.0% | +183.7% |
| All | +237.8% | +82.0% | +155.8% | +183.7% |
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