+219.2%
CVX vs SCHD
+244.5%
-25.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | +2.6% | -2.0% | +4.6% | +4.9% |
| 30D | +9.8% | -0.4% | +10.2% | +10.2% |
| 3M | +16.2% | +5.7% | +10.5% | +8.8% |
| 6M | +13.6% | +11.9% | +1.7% | -0.6% |
| YTD | +44.4% | +26.4% | +17.9% | +9.7% |
| 1Y | +40.6% | +27.6% | +13.0% | +5.6% |
| 3Y | +48.2% | +54.9% | -6.8% | -11.5% |
| 5Y | +172.3% | +60.9% | +111.3% | +52.8% |
| All | +219.2% | +244.5% | -25.3% | -21.8% |
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