+70.2%
CIFR vs SCHD
+114.9%
-44.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.2% |
| 7D | -5.0% | -2.0% | -3.1% | -2.4% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -25.5% | +5.7% | -31.3% | -33.4% |
| 6M | +19.4% | +11.9% | +7.5% | -1.5% |
| YTD | +14.2% | +26.4% | -12.3% | -22.0% |
| 1Y | +69.0% | +27.6% | +41.4% | +13.1% |
| 3Y | +503.9% | +54.9% | +449.0% | +231.1% |
| 5Y | +27.7% | +60.9% | -33.3% | -28.6% |
| All | +70.2% | +114.9% | -44.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 10y: compounded portfolio wealth divided by compounded SCHD 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…
10y analysis · Full analysis span regression · 6 months rolling