+551.1%
SCHD vs CAH
+710.4%
-159.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -3.1% | -5.1% | +2.0% | -1.7% |
| 30D | -0.8% | -1.8% | +0.9% | -0.4% |
| 3M | +6.2% | +9.4% | -3.2% | +3.3% |
| 6M | +11.8% | +9.2% | +2.6% | +8.5% |
| YTD | +26.0% | +15.7% | +10.3% | +19.7% |
| 1Y | +28.1% | +59.7% | -31.6% | +9.7% |
| 3Y | +54.6% | +178.5% | -123.9% | +9.2% |
| 5Y | +60.3% | +398.3% | -337.9% | -7.7% |
| 10Y | +242.1% | +295.7% | -53.5% | +95.4% |
| All | +551.1% | +710.4% | -159.3% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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