+61.8%
SCHD vs CART
+38.4%
+23.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.7% | +3.0% | -4.7% | -1.9% |
| 30D | +7.7% | +28.6% | -20.8% | +6.1% |
| 3M | +5.2% | +29.1% | -23.9% | +3.6% |
| 6M | +12.9% | +44.7% | -31.9% | +10.3% |
| YTD | +31.4% | +29.2% | +2.2% | +29.1% |
| 1Y | +37.3% | +66.2% | -28.9% | +32.4% |
| 3Y | +68.3% | +112.8% | -44.5% | +56.1% |
| All | +61.8% | +38.4% | +23.4% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling