+218.2%
CL vs SCHG
+1,145.2%
-927.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | -4.8% | +0.2% | -5.1% | -4.9% |
| 3M | +4.9% | +2.2% | +2.7% | +3.9% |
| 6M | -5.7% | +15.0% | -20.7% | -10.5% |
| YTD | +14.4% | +9.2% | +5.2% | +10.4% |
| 1Y | +8.7% | +15.7% | -7.0% | +2.4% |
| 3Y | +30.0% | +87.3% | -57.3% | -1.5% |
| 5Y | +28.4% | +84.5% | -56.1% | -4.4% |
| 10Y | +50.1% | +448.7% | -398.6% | -39.6% |
| All | +218.2% | +1,145.2% | -927.0% | -15.3% |
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 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