+105.1%
CTVA vs SCHG
+84.3%
+20.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +11.3% | -1.3% | +12.6% | +11.7% |
| 3M | +12.3% | +5.4% | +6.9% | +10.0% |
| 6M | +7.2% | +14.4% | -7.2% | +1.7% |
| YTD | +26.0% | +8.0% | +18.0% | +22.0% |
| 1Y | +16.0% | +12.7% | +3.3% | +10.4% |
| 3Y | +73.9% | +85.6% | -11.7% | +35.5% |
| All | +105.1% | +84.3% | +20.8% | +55.3% |
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 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