+951.7%
CF vs SCHG
+1,145.2%
-193.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.5% |
| 30D | +14.8% | +0.2% | +14.6% | +14.5% |
| 3M | +14.1% | +2.2% | +11.8% | +11.4% |
| 6M | +28.5% | +15.0% | +13.5% | +13.3% |
| YTD | +74.9% | +9.2% | +65.8% | +60.0% |
| 1Y | +61.7% | +15.7% | +46.0% | +40.7% |
| 3Y | +80.3% | +87.3% | -6.9% | +1.1% |
| 5Y | +226.0% | +84.5% | +141.5% | +75.5% |
| 10Y | +569.9% | +448.7% | +121.1% | +0.8% |
| All | +951.7% | +1,145.2% | -193.5% | -41.3% |
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