+6.8%
CNH vs SCHG
+84.7%
-77.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | -2.5% | -2.7% | +0.3% | -0.8% |
| 30D | +27.0% | -2.2% | +29.2% | +28.6% |
| 3M | +32.6% | +6.2% | +26.4% | +27.7% |
| 6M | +23.6% | +13.4% | +10.2% | +13.9% |
| YTD | +47.8% | +7.1% | +40.7% | +40.8% |
| 1Y | +21.3% | +12.5% | +8.7% | +11.8% |
| All | +6.8% | +84.7% | -77.9% | -26.9% |
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