-39.5%
CORZ vs SCHG
+0.2%
-39.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.7% |
| 7D | +23.5% | +2.7% | +20.7% | +16.8% |
| 30D | +7.5% | -5.2% | +12.7% | +21.7% |
| 3M | -26.6% | -5.2% | -21.4% | -16.2% |
| 6M | -39.5% | -0.6% | -38.9% | -35.1% |
| All | -39.5% | +0.2% | -39.7% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling