+216.7%
CTVA vs SCHG
+265.9%
-49.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -4.5% | -1.0% | -3.5% | -4.0% |
| 30D | +11.3% | -1.3% | +12.6% | +12.0% |
| 3M | +12.3% | +5.4% | +6.9% | +8.6% |
| 6M | +7.2% | +14.4% | -7.2% | -1.4% |
| YTD | +26.0% | +8.0% | +18.0% | +19.6% |
| 1Y | +16.0% | +12.7% | +3.3% | +7.1% |
| 3Y | +73.9% | +85.6% | -11.7% | +15.8% |
| 5Y | +103.8% | +85.5% | +18.3% | +33.0% |
| All | +216.7% | +265.9% | -49.2% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling