+1,323.2%
CRS vs SCHG
+459.0%
+864.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.1% |
| 7D | -6.8% | -1.0% | -5.7% | -5.7% |
| 30D | -16.1% | -1.3% | -14.9% | -15.0% |
| 3M | -21.2% | +5.4% | -26.6% | -25.7% |
| 6M | +8.7% | +14.4% | -5.7% | -6.1% |
| YTD | +41.0% | +8.0% | +32.9% | +29.2% |
| 1Y | +82.7% | +12.7% | +69.9% | +59.9% |
| 3Y | +604.8% | +85.6% | +519.2% | +259.0% |
| 5Y | +1,384.7% | +85.5% | +1,299.2% | +640.5% |
| All | +1,323.2% | +459.0% | +864.2% | +28.9% |
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