+1,135.8%
SCHG vs CASY
+2,595.5%
-1,459.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.2% | -11.3% | +11.6% | +3.3% |
| 3M | +2.2% | -0.6% | +2.9% | +1.0% |
| 6M | +15.0% | +10.7% | +4.3% | +9.8% |
| YTD | +9.2% | +37.1% | -28.0% | -2.2% |
| 1Y | +15.7% | +52.3% | -36.6% | +0.2% |
| 3Y | +87.3% | +215.2% | -127.9% | +28.0% |
| 5Y | +84.5% | +276.5% | -192.0% | +18.3% |
| 10Y | +448.7% | +508.4% | -59.7% | +196.9% |
| All | +1,135.8% | +2,595.5% | -1,459.8% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling