-60.3%
CSGP vs SCHG
+79.1%
-139.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.1% |
| 7D | +1.3% | -3.4% | +4.7% | +2.8% |
| 30D | +10.7% | -10.1% | +20.8% | +16.0% |
| 3M | +3.3% | -6.3% | +9.6% | +5.9% |
| 6M | -10.3% | -1.8% | -8.6% | -10.7% |
| YTD | -54.6% | +1.9% | -56.5% | -55.7% |
| 1Y | -54.6% | +2.6% | -57.3% | -56.0% |
| 3Y | -60.3% | +78.4% | -138.8% | -74.5% |
| All | -60.3% | +79.1% | -139.4% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling