+116.0%
CMS vs SCHG
+459.0%
-343.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -4.1% | -1.3% | -2.8% | -3.8% |
| 3M | -7.1% | +5.4% | -12.5% | -8.5% |
| 6M | -10.1% | +14.4% | -24.5% | -13.5% |
| YTD | -1.7% | +8.0% | -9.7% | -4.1% |
| 1Y | -3.4% | +12.7% | -16.1% | -7.0% |
| 3Y | +31.6% | +85.6% | -54.1% | +5.7% |
| 5Y | +23.3% | +85.5% | -62.2% | -3.1% |
| All | +116.0% | +459.0% | -343.0% | +5.2% |
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