+8.3%
CL vs SCHG
+11.9%
-3.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -3.0% |
| 30D | -4.8% | -2.2% | -2.6% | -5.2% |
| 3M | -1.7% | +6.2% | -7.9% | -0.2% |
| 6M | -3.8% | +13.4% | -17.2% | -1.6% |
| YTD | +13.3% | +7.1% | +6.2% | +12.4% |
| 1Y | +8.3% | +12.5% | -4.2% | +12.7% |
| All | +8.3% | +11.9% | -3.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling