+98.3%
CRS vs SCHG
+16.6%
+81.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.5% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | -16.6% | +0.2% | -16.9% | -16.8% |
| 3M | -3.5% | +2.2% | -5.7% | -5.3% |
| 6M | +15.4% | +15.0% | +0.4% | -1.0% |
| YTD | +51.2% | +9.2% | +42.0% | +36.0% |
| 1Y | +98.3% | +15.7% | +82.6% | +70.1% |
| All | +98.3% | +16.6% | +81.7% | +70.1% |
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