+245.6%
CRH vs SCHG
+459.0%
-213.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.3% |
| 7D | -6.1% | -1.0% | -5.0% | -5.2% |
| 30D | -9.3% | -1.3% | -8.0% | -8.3% |
| 3M | -15.2% | +5.4% | -20.6% | -19.0% |
| 6M | -14.2% | +14.4% | -28.6% | -23.5% |
| YTD | -28.3% | +8.0% | -36.3% | -32.9% |
| 1Y | -21.8% | +12.7% | -34.5% | -29.5% |
| 3Y | +71.6% | +85.6% | -14.0% | +1.9% |
| 5Y | +96.6% | +85.5% | +11.1% | +14.7% |
| All | +245.6% | +459.0% | -213.4% | -34.0% |
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