+503.2%
CMI vs SCHG
+459.0%
+44.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -0.7% | -1.0% | +0.3% | 0.0% |
| 30D | -12.4% | -1.3% | -11.1% | -11.7% |
| 3M | -14.8% | +5.4% | -20.2% | -18.0% |
| 6M | +0.8% | +14.4% | -13.6% | -8.1% |
| YTD | +10.2% | +8.0% | +2.2% | +4.6% |
| 1Y | +37.4% | +12.7% | +24.7% | +26.8% |
| 3Y | +153.3% | +85.6% | +67.7% | +67.4% |
| 5Y | +167.6% | +85.5% | +82.1% | +72.7% |
| All | +503.2% | +459.0% | +44.2% | +24.3% |
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