+142.1%
CI vs SCHG
+459.0%
-316.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -0.1% | -1.0% | +1.0% | +0.5% |
| 30D | +1.8% | -1.3% | +3.0% | +2.4% |
| 3M | -4.2% | +5.4% | -9.7% | -7.1% |
| 6M | +8.8% | +14.4% | -5.6% | +0.7% |
| YTD | +3.7% | +8.0% | -4.3% | -1.2% |
| 1Y | -6.1% | +12.7% | -18.9% | -12.8% |
| 3Y | +4.5% | +85.6% | -81.1% | -31.5% |
| 5Y | +50.5% | +85.5% | -35.0% | -3.8% |
| All | +142.1% | +459.0% | -316.9% | -49.3% |
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 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