+40.0%
CVS vs SCHG
+459.0%
-419.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -2.2% | -1.0% | -1.1% | -1.7% |
| 30D | -0.1% | -1.3% | +1.2% | +0.4% |
| 3M | -5.2% | +5.4% | -10.7% | -7.4% |
| 6M | +26.9% | +14.4% | +12.5% | +19.5% |
| YTD | +22.1% | +8.0% | +14.0% | +17.6% |
| 1Y | +30.8% | +12.7% | +18.1% | +23.5% |
| 3Y | +54.4% | +85.6% | -31.2% | +13.0% |
| 5Y | +33.4% | +85.5% | -52.2% | -4.5% |
| All | +40.0% | +459.0% | -419.0% | -52.4% |
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 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