-68.5%
CLF vs SCHG
+1,094.5%
-1,163.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.2% |
| 7D | +10.4% | +2.7% | +7.6% | +6.6% |
| 30D | +0.6% | -5.2% | +5.7% | +8.5% |
| 3M | +4.1% | -5.2% | +9.3% | +12.2% |
| 6M | +15.1% | -0.6% | +15.7% | +16.0% |
| YTD | -4.7% | +4.7% | -9.5% | -10.2% |
| 1Y | +20.4% | +6.0% | +14.3% | +11.7% |
| 3Y | -23.4% | +78.9% | -102.3% | -64.4% |
| 5Y | -43.3% | +69.9% | -113.2% | -72.3% |
| 10Y | +80.5% | +433.0% | -352.5% | -86.3% |
| All | -68.5% | +1,094.5% | -1,163.1% | -99.5% |
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