+416.3%
CRH vs SCHG
+1,132.2%
-715.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.1% |
| 7D | -6.1% | -1.0% | -5.0% | -5.0% |
| 30D | -9.3% | -1.3% | -8.0% | -8.1% |
| 3M | -15.2% | +5.4% | -20.6% | -19.8% |
| 6M | -14.2% | +14.4% | -28.6% | -25.4% |
| YTD | -28.3% | +8.0% | -36.3% | -33.9% |
| 1Y | -21.8% | +12.7% | -34.5% | -31.1% |
| 3Y | +71.6% | +85.6% | -14.0% | -10.5% |
| 5Y | +96.6% | +85.5% | +11.1% | -0.7% |
| 10Y | +253.8% | +456.0% | -202.2% | -59.2% |
| All | +416.3% | +1,132.2% | -715.9% | -80.7% |
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