+238.9%
CRM vs SCHD
+244.5%
-5.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.6% |
| 7D | -4.4% | -2.0% | -2.5% | -2.6% |
| 30D | +28.1% | -0.4% | +28.5% | +28.7% |
| 3M | +48.8% | +5.7% | +43.1% | +41.8% |
| 6M | +28.3% | +11.9% | +16.4% | +15.4% |
| YTD | -6.0% | +26.4% | -32.5% | -25.1% |
| 1Y | +1.4% | +27.6% | -26.2% | -20.0% |
| 3Y | +11.8% | +54.9% | -43.1% | -27.4% |
| 5Y | -2.0% | +60.9% | -63.0% | -37.5% |
| All | +238.9% | +244.5% | -5.6% | -3.5% |
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