+3,154.0%
CLS vs SCHG
+459.0%
+2,695.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +5.6% |
| 7D | +10.9% | -1.0% | +12.0% | +12.3% |
| 30D | +2.1% | -1.3% | +3.4% | +3.8% |
| 3M | -10.2% | +5.4% | -15.6% | -15.1% |
| 6M | +30.4% | +14.4% | +16.0% | +13.7% |
| YTD | +17.2% | +8.0% | +9.2% | +9.4% |
| 1Y | +41.0% | +12.7% | +28.3% | +27.9% |
| 3Y | +1,338.0% | +85.6% | +1,252.4% | +766.9% |
| 5Y | +3,860.6% | +85.5% | +3,775.1% | +2,258.8% |
| All | +3,154.0% | +459.0% | +2,695.0% | +689.7% |
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 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