+75.5%
CVE vs SCHG
+88.4%
-12.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +17.5% | -1.5% | +19.0% | +18.2% |
| 3M | +16.2% | +4.4% | +11.8% | +13.5% |
| 6M | +47.8% | +15.7% | +32.0% | +36.3% |
| YTD | +98.5% | +8.3% | +90.2% | +90.0% |
| 1Y | +109.8% | +14.2% | +95.6% | +93.8% |
| 3Y | +75.5% | +88.3% | -12.8% | +34.5% |
| All | +75.5% | +88.4% | -12.9% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling