+747.9%
CI vs SCHG
+1,135.4%
-387.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -1.8% | -1.5% | -0.3% | -0.9% |
| 3M | -4.2% | +4.4% | -8.6% | -7.2% |
| 6M | +2.7% | +15.7% | -13.0% | -7.3% |
| YTD | +1.9% | +8.3% | -6.4% | -4.1% |
| 1Y | -6.3% | +14.2% | -20.5% | -15.0% |
| 3Y | +3.9% | +88.3% | -84.4% | -37.4% |
| 5Y | +41.9% | +83.5% | -41.6% | -16.2% |
| 10Y | +140.4% | +444.2% | -303.8% | -49.5% |
| All | +747.9% | +1,135.4% | -387.5% | -21.2% |
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