+865.0%
CF vs SCHG
+1,087.5%
-222.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +4.8% | -1.3% | +6.0% | +5.1% |
| 30D | +9.7% | -7.9% | +17.6% | +15.2% |
| 3M | +1.2% | -5.4% | +6.7% | +4.0% |
| 6M | +7.4% | -0.6% | +8.0% | +5.6% |
| YTD | +60.5% | +4.1% | +56.4% | +50.1% |
| 1Y | +50.7% | +2.8% | +48.0% | +42.0% |
| 3Y | +64.8% | +77.7% | -12.9% | -4.7% |
| 5Y | +115.8% | +71.3% | +44.5% | +22.3% |
| 10Y | +481.0% | +429.5% | +51.6% | -11.9% |
| All | +865.0% | +1,087.5% | -222.5% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling