-56.1%
CSGP vs SCHG
+4.1%
-60.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | +3.6% | -5.9% | +9.6% | +5.1% |
| 3M | -2.7% | -3.4% | +0.6% | -2.5% |
| 6M | -8.0% | +1.1% | -9.1% | -9.4% |
| YTD | -55.0% | +5.9% | -60.8% | -56.2% |
| All | -56.1% | +4.1% | -60.3% | -57.2% |
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