+3,616.8%
CLS vs SCHG
+82.7%
+3,534.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.9% |
| 7D | +5.0% | -2.7% | +7.7% | +9.0% |
| 30D | +4.8% | -2.2% | +7.0% | +8.3% |
| 3M | -10.4% | +6.2% | -16.6% | -17.0% |
| 6M | +20.8% | +13.4% | +7.4% | +3.6% |
| YTD | +10.0% | +7.1% | +2.9% | +2.2% |
| 1Y | +28.5% | +12.5% | +16.0% | +14.3% |
| 3Y | +1,292.2% | +86.2% | +1,206.0% | +689.5% |
| All | +3,616.8% | +82.7% | +3,534.1% | +1,906.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling