-65.5%
CSGP vs SCHG
+14.4%
-80.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | +0.3% | -1.5% | +1.8% | +1.0% |
| 3M | -9.1% | +4.4% | -13.5% | -10.4% |
| 6M | -37.3% | +15.7% | -53.0% | -41.5% |
| YTD | -54.9% | +8.3% | -63.2% | -56.4% |
| 1Y | -65.5% | +14.2% | -79.8% | -67.4% |
| All | -65.5% | +14.4% | -80.0% | -67.4% |
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