+623.1%
CSGP vs SCHG
+1,062.6%
-439.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.6% |
| 7D | +1.3% | -3.4% | +4.7% | +4.2% |
| 30D | +10.7% | -10.1% | +20.8% | +20.6% |
| 3M | +3.3% | -6.3% | +9.6% | +8.4% |
| 6M | -10.3% | -1.8% | -8.6% | -10.6% |
| YTD | -54.6% | +1.9% | -56.5% | -56.3% |
| 1Y | -54.6% | +2.6% | -57.3% | -56.8% |
| 3Y | -60.3% | +78.4% | -138.8% | -78.6% |
| 5Y | -63.3% | +64.6% | -127.9% | -78.6% |
| 10Y | +66.5% | +436.3% | -369.8% | -73.5% |
| All | +623.1% | +1,062.6% | -439.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling