+566.6%
SCHD vs CASY
+1,725.5%
-1,158.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +3.4% | -11.3% | +14.8% | +6.4% |
| 3M | +7.6% | -0.6% | +8.3% | +6.7% |
| 6M | +12.2% | +10.7% | +1.4% | +7.7% |
| YTD | +29.0% | +37.1% | -8.2% | +16.9% |
| 1Y | +30.3% | +52.3% | -22.0% | +14.5% |
| 3Y | +56.1% | +215.2% | -159.0% | +9.6% |
| 5Y | +60.4% | +276.5% | -216.1% | +5.6% |
| 10Y | +241.3% | +508.4% | -267.1% | +94.5% |
| All | +566.6% | +1,725.5% | -1,158.9% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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