+898.6%
CP vs SCHG
+1,135.4%
-236.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -0.5% | -1.5% | +0.9% | +0.6% |
| 3M | +1.4% | +4.4% | -3.0% | -2.3% |
| 6M | +10.3% | +15.7% | -5.4% | -2.2% |
| YTD | +24.3% | +8.3% | +16.0% | +15.7% |
| 1Y | +20.4% | +14.2% | +6.2% | +7.1% |
| 3Y | +21.8% | +88.3% | -66.5% | -30.1% |
| 5Y | +31.5% | +83.5% | -51.9% | -25.5% |
| 10Y | +223.2% | +444.2% | -221.0% | -41.4% |
| All | +898.6% | +1,135.4% | -236.8% | -23.4% |
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 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