-4.5%
CRS vs SCHG
+5.5%
-10.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.8% |
| 7D | +4.3% | -2.5% | +6.8% | +7.0% |
| 30D | -25.5% | -5.4% | -20.0% | -20.9% |
| 3M | -48.7% | -2.2% | -46.6% | -47.2% |
| 6M | -31.6% | +5.2% | -36.8% | -34.1% |
| YTD | -7.0% | +6.8% | -13.8% | -15.0% |
| 1Y | -4.5% | +5.9% | -10.4% | -12.1% |
| All | -4.5% | +5.5% | -10.0% | -12.1% |
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