+566.6%
SCHD vs CB
+594.5%
-27.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +3.4% | -3.1% | +6.6% | +4.9% |
| 3M | +7.6% | +9.0% | -1.3% | +2.9% |
| 6M | +12.2% | +2.9% | +9.3% | +10.1% |
| YTD | +29.0% | +10.1% | +18.9% | +22.3% |
| 1Y | +30.3% | +22.8% | +7.5% | +17.0% |
| 3Y | +56.1% | +73.8% | -17.6% | +16.6% |
| 5Y | +60.4% | +99.2% | -38.7% | +10.2% |
| 10Y | +241.3% | +218.2% | +23.0% | +75.2% |
| All | +566.6% | +594.5% | -27.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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