+84.8%
SCHG vs CASY
+163.7%
-78.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.6% | +0.8% |
| 7D | -0.9% | -16.5% | +15.7% | +0.9% |
| 30D | -2.3% | -26.4% | +24.1% | +0.9% |
| 3M | +4.5% | -17.3% | +21.8% | +5.7% |
| 6M | +13.6% | -5.2% | +18.8% | +11.7% |
| YTD | +7.6% | +14.1% | -6.5% | +2.0% |
| 1Y | +13.0% | +16.6% | -3.6% | +6.5% |
| All | +84.8% | +163.7% | -78.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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