+184.4%
CFG vs SCHG
+84.7%
+99.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.7% | -2.7% | +1.0% | +0.3% |
| 30D | -4.6% | -2.2% | -2.4% | -3.1% |
| 3M | +7.9% | +6.2% | +1.7% | +3.0% |
| 6M | +19.9% | +13.4% | +6.5% | +8.4% |
| YTD | +21.7% | +7.1% | +14.6% | +14.9% |
| 1Y | +38.4% | +12.5% | +25.9% | +25.5% |
| All | +184.4% | +84.7% | +99.7% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling