+11.7%
SCHD vs CAI
+31.3%
-19.6%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | -2.6% | -3.1% | +0.5% | -2.6% |
| 30D | -0.3% | +2.7% | -3.0% | -0.4% |
| 3M | +6.1% | +41.7% | -35.6% | +5.4% |
| 6M | +11.7% | +26.5% | -14.8% | +10.5% |
| All | +11.7% | +31.3% | -19.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 6mo: compounded portfolio wealth divided by compounded CAI 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…
6mo analysis · Full analysis span regression · 6 months rolling