+62.1%
CNH vs SCHG
+656.4%
-594.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.8% |
| 7D | +1.8% | -0.9% | +2.7% | +2.6% |
| 30D | +32.6% | -2.3% | +34.9% | +35.0% |
| 3M | +29.4% | +4.5% | +24.9% | +24.5% |
| 6M | +26.0% | +13.6% | +12.4% | +12.8% |
| YTD | +52.2% | +7.6% | +44.6% | +42.2% |
| 1Y | +23.9% | +13.0% | +10.8% | +10.6% |
| 3Y | +10.1% | +87.0% | -76.9% | -38.3% |
| 5Y | +13.2% | +82.9% | -69.7% | -36.7% |
| 10Y | +160.7% | +453.6% | -293.0% | -55.8% |
| All | +62.1% | +656.4% | -594.3% | -78.2% |
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