+33.5%
CMS vs SCHG
+85.5%
-51.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | +0.2% | -0.9% | +1.0% | +0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.5% |
| 3M | -5.4% | +4.5% | -9.9% | -5.0% |
| 6M | -10.3% | +13.6% | -23.9% | -9.6% |
| YTD | -0.2% | +7.6% | -7.8% | +0.3% |
| 1Y | -0.9% | +13.0% | -13.9% | -0.1% |
| All | +33.5% | +85.5% | -51.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling