+651.3%
CMS vs SCHG
+1,145.2%
-493.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -1.9% | +2.2% | -4.1% | -2.9% |
| 6M | -11.0% | +15.0% | -26.0% | -15.5% |
| YTD | +0.2% | +9.2% | -9.0% | -3.3% |
| 1Y | -1.3% | +15.7% | -17.0% | -6.9% |
| 3Y | +35.9% | +87.3% | -51.3% | +3.6% |
| 5Y | +23.1% | +84.5% | -61.4% | -7.9% |
| 10Y | +117.9% | +448.7% | -330.8% | -10.5% |
| All | +651.3% | +1,145.2% | -493.9% | +81.8% |
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