+639.4%
CSGP vs SCHG
+1,095.6%
-456.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | -0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -2.3% |
| 30D | +5.3% | -7.2% | +12.5% | +11.6% |
| 3M | +3.3% | -4.7% | +8.0% | +6.7% |
| 6M | -4.7% | +0.1% | -4.8% | -6.5% |
| YTD | -53.5% | +4.8% | -58.4% | -56.5% |
| 1Y | -53.7% | +5.8% | -59.5% | -57.1% |
| 3Y | -59.7% | +82.5% | -142.3% | -78.7% |
| 5Y | -62.5% | +69.8% | -132.2% | -78.8% |
| 10Y | +67.3% | +432.6% | -365.3% | -73.0% |
| All | +639.4% | +1,095.6% | -456.2% | -48.4% |
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