+24.3%
CMS vs SCHG
+81.2%
-56.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.6% |
| 3M | -7.1% | +6.2% | -13.3% | -7.6% |
| 6M | -10.0% | +13.4% | -23.4% | -11.1% |
| YTD | -0.9% | +7.1% | -8.1% | -1.6% |
| 1Y | -2.0% | +12.5% | -14.5% | -3.3% |
| 3Y | +33.0% | +86.2% | -53.2% | +19.7% |
| 5Y | +24.3% | +83.9% | -59.7% | +4.3% |
| All | +24.3% | +81.2% | -56.9% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling