+1,126.0%
SCHG vs CRL
+732.1%
+393.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -1.5% | +5.0% | -6.4% | -3.1% |
| 3M | +4.4% | +50.6% | -46.2% | -9.4% |
| 6M | +15.7% | +60.9% | -45.2% | -3.0% |
| YTD | +8.3% | +40.7% | -32.4% | -5.6% |
| 1Y | +14.2% | +73.3% | -59.1% | -8.1% |
| 3Y | +88.3% | +40.6% | +47.7% | +51.7% |
| 5Y | +83.5% | -37.0% | +120.4% | +94.3% |
| 10Y | +444.2% | +244.3% | +199.9% | +190.5% |
| All | +1,126.0% | +732.1% | +393.9% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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