+60.2%
SCHD vs CARR
+8.3%
+51.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -2.0% | -3.8% | +1.8% | -1.0% |
| 30D | -0.4% | -8.9% | +8.5% | +1.8% |
| 3M | +5.7% | -17.3% | +23.0% | +10.2% |
| 6M | +11.9% | -1.4% | +13.3% | +10.3% |
| YTD | +26.4% | +10.0% | +16.4% | +20.6% |
| 1Y | +27.6% | -6.4% | +34.0% | +27.1% |
| 3Y | +54.9% | +1.5% | +53.4% | +46.1% |
| All | +60.2% | +8.3% | +51.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 5y: compounded portfolio wealth divided by compounded CARR 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…
5y analysis · Full analysis span regression · 6 months rolling