+64.8%
SCHD vs CART
+39.2%
+25.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | +8.4% | +22.4% | -14.0% | +7.1% |
| 3M | +5.6% | +15.6% | -10.0% | +4.6% |
| 6M | +15.1% | +44.9% | -29.8% | +12.5% |
| YTD | +33.8% | +30.0% | +3.8% | +31.4% |
| 1Y | +38.5% | +56.6% | -18.1% | +34.2% |
| 3Y | +72.7% | +131.9% | -59.2% | +59.5% |
| All | +64.8% | +39.2% | +25.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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