+140.2%
CMS vs SCHG
+432.0%
-291.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.7% | +2.7% | -1.0% | +1.0% |
| 30D | +6.2% | -5.2% | +11.4% | +7.4% |
| 3M | +0.6% | -5.2% | +5.8% | +1.7% |
| 6M | -1.8% | -0.6% | -1.2% | -2.0% |
| YTD | +3.8% | +4.7% | -0.9% | +1.9% |
| 1Y | -1.8% | +6.0% | -7.8% | -3.9% |
| 3Y | +39.8% | +78.9% | -39.1% | +13.4% |
| 5Y | +37.1% | +69.9% | -32.8% | +11.4% |
| All | +140.2% | +432.0% | -291.8% | +21.1% |
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 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