+1,126.0%
SCHG vs CPB
+10.5%
+1,115.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -0.1% | -8.2% | +8.2% | +1.2% |
| 30D | -1.5% | -5.6% | +4.1% | -0.7% |
| 3M | +4.4% | +3.0% | +1.4% | +3.5% |
| 6M | +15.7% | -12.7% | +28.4% | +17.7% |
| YTD | +8.3% | -18.0% | +26.3% | +11.1% |
| 1Y | +14.2% | -31.7% | +46.0% | +20.8% |
| 3Y | +88.3% | -41.0% | +129.2% | +100.8% |
| 5Y | +83.5% | -38.4% | +121.8% | +90.8% |
| 10Y | +444.2% | -45.0% | +489.1% | +472.8% |
| All | +1,126.0% | +10.5% | +1,115.5% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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