-63.0%
CSGP vs SCHG
+91.2%
-154.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.9% |
| 7D | -4.1% | -0.7% | -3.4% | -3.7% |
| 30D | +2.3% | +0.2% | +2.1% | +2.3% |
| 3M | -8.2% | +2.2% | -10.4% | -9.4% |
| 6M | -35.1% | +15.0% | -50.1% | -40.4% |
| YTD | -54.0% | +9.2% | -63.2% | -56.4% |
| 1Y | -65.3% | +15.7% | -81.0% | -68.3% |
| All | -63.0% | +91.2% | -154.2% | -77.0% |
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