+425.9%
CORZ vs SCHG
+63.1%
+362.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.1% |
| 7D | +7.6% | -0.9% | +8.5% | +9.5% |
| 30D | -6.9% | -2.3% | -4.7% | -2.8% |
| 3M | -33.0% | +4.5% | -37.5% | -38.4% |
| 6M | +19.3% | +13.6% | +5.8% | -5.5% |
| YTD | +24.2% | +7.6% | +16.7% | +10.0% |
| 1Y | +24.5% | +13.0% | +11.5% | +0.9% |
| All | +425.9% | +63.1% | +362.7% | +159.4% |
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