-63.2%
CSGP vs SCHG
+64.3%
-127.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.4% |
| 7D | +1.3% | -3.4% | +4.7% | +3.6% |
| 30D | +10.7% | -10.1% | +20.8% | +18.6% |
| 3M | +3.3% | -6.3% | +9.6% | +7.3% |
| 6M | -10.3% | -1.8% | -8.6% | -10.6% |
| YTD | -54.6% | +1.9% | -56.5% | -56.0% |
| 1Y | -54.6% | +2.6% | -57.3% | -56.4% |
| 3Y | -60.3% | +78.4% | -138.8% | -76.9% |
| All | -63.2% | +64.3% | -127.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling