+272.8%
CVX vs SCHD
+558.6%
-285.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.9% |
| 7D | -0.6% | -1.1% | +0.6% | +0.7% |
| 30D | +13.4% | +1.5% | +11.9% | +11.4% |
| 3M | +11.8% | +7.4% | +4.4% | +2.6% |
| 6M | +12.4% | +12.4% | +0.1% | -2.4% |
| YTD | +41.5% | +27.5% | +14.0% | +5.8% |
| 1Y | +41.6% | +30.0% | +11.6% | +3.4% |
| 3Y | +42.2% | +56.5% | -14.3% | -17.1% |
| 5Y | +166.0% | +60.7% | +105.3% | +47.7% |
| 10Y | +207.2% | +237.8% | -30.5% | -31.4% |
| All | +272.8% | +558.6% | -285.8% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling