+55.6%
CSGP vs SCHG
+436.2%
-380.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -6.1% | +4.6% | -10.7% | -9.5% |
| 30D | +0.3% | -6.2% | +6.5% | +4.8% |
| 3M | -1.3% | -3.5% | +2.2% | +0.6% |
| 6M | -8.9% | +0.9% | -9.9% | -11.1% |
| YTD | -55.2% | +5.6% | -60.8% | -58.0% |
| 1Y | -56.4% | +4.4% | -60.8% | -58.8% |
| 3Y | -62.2% | +80.1% | -142.3% | -78.5% |
| 5Y | -63.7% | +71.3% | -134.9% | -78.4% |
| All | +55.6% | +436.2% | -380.6% | -73.5% |
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