+362.4%
CFG vs SCHG
+528.0%
-165.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +2.2% |
| 30D | -3.8% | +0.2% | -4.1% | -4.1% |
| 3M | +11.5% | +2.2% | +9.3% | +8.9% |
| 6M | +19.2% | +15.0% | +4.2% | +4.4% |
| YTD | +23.7% | +9.2% | +14.5% | +13.5% |
| 1Y | +38.8% | +15.7% | +23.1% | +20.5% |
| 3Y | +178.9% | +87.3% | +91.6% | +53.4% |
| 5Y | +101.8% | +84.5% | +17.3% | +10.0% |
| 10Y | +317.3% | +448.7% | -131.4% | -32.8% |
| All | +362.4% | +528.0% | -165.6% | -33.2% |
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