-16.6%
CRH vs SCHG
+0.2%
-16.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | +0.6% |
| 7D | +5.3% | -6.8% | +12.1% | +10.8% |
| 30D | +14.2% | -11.2% | +25.3% | +24.7% |
| 3M | -4.2% | -7.4% | +3.2% | +1.0% |
| 6M | -14.5% | -1.0% | -13.5% | -15.2% |
| YTD | -22.7% | +0.9% | -23.6% | -25.1% |
| 1Y | -16.6% | -0.2% | -16.4% | -18.6% |
| All | -16.6% | +0.2% | -16.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling