+225.0%
CP vs SCHG
+459.0%
-234.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.1% |
| 7D | -2.6% | -1.0% | -1.5% | -1.9% |
| 30D | -3.7% | -1.3% | -2.5% | -2.9% |
| 3M | +0.1% | +5.4% | -5.3% | -3.5% |
| 6M | +7.8% | +14.4% | -6.6% | -1.8% |
| YTD | +21.7% | +8.0% | +13.7% | +14.9% |
| 1Y | +18.6% | +12.7% | +5.9% | +8.5% |
| 3Y | +17.5% | +85.6% | -68.1% | -25.6% |
| 5Y | +35.4% | +85.5% | -50.2% | -16.4% |
| All | +225.0% | +459.0% | -234.0% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling