+840.1%
SCHG vs CG
+341.4%
+498.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | -1.5% | -3.2% | +1.7% | -0.6% |
| 3M | +4.4% | +6.2% | -1.8% | +1.8% |
| 6M | +15.7% | -4.7% | +20.4% | +16.5% |
| YTD | +8.3% | -20.6% | +28.9% | +15.3% |
| 1Y | +14.2% | -26.4% | +40.6% | +24.1% |
| 3Y | +88.3% | +55.4% | +32.9% | +52.3% |
| 5Y | +83.5% | +9.8% | +73.6% | +61.8% |
| 10Y | +444.2% | +341.4% | +102.8% | +216.8% |
| All | +840.1% | +341.4% | +498.7% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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