+34.8%
CP vs SCHG
+81.2%
-46.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.4% |
| 30D | -3.4% | -2.2% | -1.1% | -2.3% |
| 3M | -0.6% | +6.2% | -6.8% | -3.7% |
| 6M | +6.3% | +13.4% | -7.1% | -0.5% |
| YTD | +21.2% | +7.1% | +14.1% | +16.6% |
| 1Y | +20.0% | +12.5% | +7.5% | +12.4% |
| 3Y | +18.7% | +86.2% | -67.5% | -15.6% |
| 5Y | +34.8% | +83.9% | -49.2% | -8.8% |
| All | +34.8% | +81.2% | -46.4% | -8.8% |
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