+676.0%
CME vs SCHG
+1,127.0%
-451.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | +4.2% | -2.3% | +6.5% | +5.5% |
| 3M | +7.3% | +4.5% | +2.8% | +4.4% |
| 6M | -11.4% | +13.6% | -25.0% | -18.1% |
| YTD | +3.5% | +7.6% | -4.0% | -1.6% |
| 1Y | +8.6% | +13.0% | -4.4% | -0.1% |
| 3Y | +51.6% | +87.0% | -35.4% | -3.3% |
| 5Y | +75.3% | +82.9% | -7.6% | +9.8% |
| 10Y | +278.8% | +453.6% | -174.8% | -13.3% |
| All | +676.0% | +1,127.0% | -451.0% | -26.0% |
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