+1,247.3%
CRM vs SCHG
+1,132.2%
+115.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.9% |
| 7D | -4.4% | -1.0% | -3.4% | -3.2% |
| 30D | +28.1% | -1.3% | +29.4% | +30.6% |
| 3M | +48.8% | +5.4% | +43.4% | +39.8% |
| 6M | +28.3% | +14.4% | +13.8% | +8.7% |
| YTD | -6.0% | +8.0% | -14.0% | -14.6% |
| 1Y | +1.4% | +12.7% | -11.3% | -12.7% |
| 3Y | +11.8% | +85.6% | -73.8% | -48.3% |
| 5Y | -2.0% | +85.5% | -87.5% | -54.1% |
| 10Y | +239.6% | +456.0% | -216.4% | -62.2% |
| All | +1,247.3% | +1,132.2% | +115.0% | -47.7% |
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