+309.0%
CFG vs SCHG
+459.0%
-150.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.5% |
| 7D | -0.4% | -1.0% | +0.6% | +0.5% |
| 30D | -4.6% | -1.3% | -3.4% | -3.6% |
| 3M | +6.7% | +5.4% | +1.2% | +1.5% |
| 6M | +22.1% | +14.4% | +7.7% | +7.7% |
| YTD | +23.2% | +8.0% | +15.2% | +14.3% |
| 1Y | +40.3% | +12.7% | +27.5% | +25.0% |
| 3Y | +187.9% | +85.6% | +102.3% | +61.3% |
| 5Y | +102.0% | +85.5% | +16.4% | +10.7% |
| All | +309.0% | +459.0% | -150.0% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling