-60.6%
CSGP vs SCHG
+79.3%
-139.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.2% |
| 7D | +1.3% | +2.7% | -1.4% | +0.1% |
| 30D | +2.8% | -5.2% | +8.0% | +5.0% |
| 3M | -6.3% | -5.2% | -1.2% | -4.5% |
| 6M | -3.2% | -0.6% | -2.6% | -3.9% |
| YTD | -54.0% | +4.7% | -58.7% | -55.7% |
| 1Y | -54.8% | +6.0% | -60.9% | -56.8% |
| 3Y | -60.6% | +78.9% | -139.5% | -73.7% |
| All | -60.6% | +79.3% | -139.9% | -73.7% |
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