+70.2%
SCHG vs CASY
+266.7%
-196.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.7% | +3.6% | -0.8% | +2.1% |
| 30D | -5.2% | +9.1% | -14.2% | -6.8% |
| 3M | -5.2% | -16.5% | +11.4% | -2.0% |
| 6M | -0.6% | -19.7% | +19.1% | +3.3% |
| YTD | +4.7% | +29.3% | -24.5% | -5.2% |
| 1Y | +6.0% | +33.1% | -27.1% | -5.0% |
| 3Y | +78.9% | +158.5% | -79.6% | +27.0% |
| All | +70.2% | +266.7% | -196.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling