+1,649.9%
CMI vs SCHG
+1,132.2%
+517.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.5% |
| 7D | -0.7% | -1.0% | +0.3% | +0.2% |
| 30D | -12.4% | -1.3% | -11.1% | -11.5% |
| 3M | -14.8% | +5.4% | -20.2% | -19.0% |
| 6M | +0.8% | +14.4% | -13.6% | -10.7% |
| YTD | +10.2% | +8.0% | +2.2% | +2.9% |
| 1Y | +37.4% | +12.7% | +24.7% | +23.4% |
| 3Y | +153.3% | +85.6% | +67.7% | +42.7% |
| 5Y | +167.6% | +85.5% | +82.1% | +44.0% |
| 10Y | +514.4% | +456.0% | +58.3% | -23.3% |
| All | +1,649.9% | +1,132.2% | +517.7% | -37.6% |
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