+1,960.6%
CMG vs SCHG
+1,132.2%
+828.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -2.1% | -1.0% | -1.0% | -1.2% |
| 30D | +10.9% | -1.3% | +12.2% | +12.0% |
| 3M | +15.8% | +5.4% | +10.4% | +10.3% |
| 6M | +6.9% | +14.4% | -7.5% | -5.4% |
| YTD | -2.2% | +8.0% | -10.2% | -9.1% |
| 1Y | -7.1% | +12.7% | -19.8% | -16.9% |
| 3Y | -7.1% | +85.6% | -92.7% | -47.2% |
| 5Y | -4.8% | +85.5% | -90.3% | -46.1% |
| 10Y | +324.3% | +456.0% | -131.7% | -8.1% |
| All | +1,960.6% | +1,132.2% | +828.3% | +106.9% |
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