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  • CF vs SCHG✓SelectedUSD · SCHGCF vs SCHG performance historyLatest closeAs of+0.73%09/08
Stock and ETF performance explorer

CF vs SCHG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+234.6%
SCHG return
+82.9%
Excess return
+151.7%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSCHGExcessAlpha
1D+0.7%-0.8%+1.5%+0.9%
7D-0.9%-0.1%-0.9%-0.9%
30D+18.1%-1.5%+19.6%+18.4%
3M+23.4%+4.4%+19.0%+22.1%
6M+17.1%+15.7%+1.4%+12.8%
YTD+76.2%+8.3%+67.9%+72.8%
1Y+62.3%+14.2%+48.0%+56.4%
3Y+71.8%+88.3%-16.4%+39.5%
5Y+234.6%+83.5%+151.1%+182.9%
All+234.6%+82.9%+151.7%+182.9%

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