+26.4%
SCHG vs CAI
-9.9%
+36.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.9% |
| 30D | -1.3% | +9.3% | -10.6% | -1.9% |
| 3M | +5.4% | +35.2% | -29.8% | +3.0% |
| 6M | +14.4% | +30.7% | -16.3% | +11.4% |
| YTD | +8.0% | -9.8% | +17.8% | +6.8% |
| 1Y | +12.7% | -28.9% | +41.6% | +12.1% |
| All | +26.4% | -9.9% | +36.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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