+82.7%
CRS vs SCHG
+13.0%
+69.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -6.8% | -1.0% | -5.7% | -5.8% |
| 30D | -16.1% | -1.3% | -14.9% | -15.0% |
| 3M | -21.2% | +5.4% | -26.6% | -25.1% |
| 6M | +8.7% | +14.4% | -5.7% | -6.3% |
| YTD | +41.0% | +8.0% | +32.9% | +28.1% |
| 1Y | +82.7% | +12.7% | +69.9% | +57.6% |
| All | +82.7% | +13.0% | +69.6% | +57.6% |
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