+1,122.9%
SCHG vs CNI
+499.1%
+623.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -1.0% | -0.4% | -0.7% | -0.8% |
| 30D | -1.3% | -2.7% | +1.4% | +0.1% |
| 3M | +5.4% | +3.9% | +1.5% | +2.9% |
| 6M | +14.4% | +16.4% | -1.9% | +4.5% |
| YTD | +8.0% | +25.8% | -17.8% | -5.9% |
| 1Y | +12.7% | +32.4% | -19.7% | -4.9% |
| 3Y | +85.6% | +19.1% | +66.5% | +63.0% |
| 5Y | +85.5% | +13.6% | +72.0% | +66.1% |
| 10Y | +456.0% | +136.8% | +319.2% | +218.2% |
| All | +1,122.9% | +499.1% | +623.8% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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