+77.1%
CVE vs SCHG
+1,145.2%
-1,068.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | +2.5% | -0.7% | +3.2% | +3.1% |
| 30D | +16.7% | +0.2% | +16.5% | +16.3% |
| 3M | +9.3% | +2.2% | +7.0% | +6.1% |
| 6M | +43.6% | +15.0% | +28.6% | +23.2% |
| YTD | +93.6% | +9.2% | +84.4% | +74.1% |
| 1Y | +98.8% | +15.7% | +83.0% | +68.0% |
| 3Y | +73.6% | +87.3% | -13.7% | -11.9% |
| 5Y | +312.5% | +84.5% | +228.0% | +101.0% |
| 10Y | +161.0% | +448.7% | -287.7% | -65.4% |
| All | +77.1% | +1,145.2% | -1,068.1% | -91.7% |
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