+238.9%
CRM vs SCHG
+459.0%
-220.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.0% |
| 7D | -4.4% | -1.0% | -3.4% | -3.3% |
| 30D | +28.1% | -1.3% | +29.4% | +30.5% |
| 3M | +48.8% | +5.4% | +43.4% | +40.4% |
| 6M | +28.3% | +14.4% | +13.8% | +10.0% |
| YTD | -6.0% | +8.0% | -14.0% | -13.9% |
| 1Y | +1.4% | +12.7% | -11.3% | -11.7% |
| 3Y | +11.8% | +85.6% | -73.8% | -45.6% |
| 5Y | -2.0% | +85.5% | -87.5% | -51.6% |
| All | +238.9% | +459.0% | -220.1% | -55.9% |
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