+7.7%
CNH vs SCHG
+84.3%
-76.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -5.7% | -1.0% | -4.7% | -5.0% |
| 30D | +26.6% | -1.3% | +27.8% | +27.5% |
| 3M | +31.1% | +5.4% | +25.6% | +26.4% |
| 6M | +24.9% | +14.4% | +10.5% | +13.9% |
| YTD | +48.7% | +8.0% | +40.7% | +40.6% |
| 1Y | +22.2% | +12.7% | +9.5% | +12.1% |
| 3Y | +7.4% | +85.6% | -78.2% | -31.0% |
| All | +7.7% | +84.3% | -76.6% | -33.0% |
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