+1,994.5%
CRS vs SCHG
+1,121.7%
+872.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -4.1% | -2.7% | -1.4% | -0.8% |
| 30D | -16.6% | -2.2% | -14.4% | -14.3% |
| 3M | -14.3% | +6.2% | -20.4% | -20.3% |
| 6M | +11.6% | +13.4% | -1.8% | -4.1% |
| YTD | +42.6% | +7.1% | +35.5% | +30.7% |
| 1Y | +81.8% | +12.5% | +69.3% | +56.9% |
| 3Y | +632.1% | +86.2% | +545.9% | +239.3% |
| 5Y | +1,401.6% | +83.9% | +1,317.7% | +580.0% |
| 10Y | +1,379.0% | +451.3% | +927.8% | +33.4% |
| All | +1,994.5% | +1,121.7% | +872.8% | -46.7% |
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