+597.4%
SCHD vs CB
+666.3%
-68.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | 0.0% |
| 7D | +2.7% | +2.9% | -0.2% | +1.3% |
| 30D | +7.1% | +7.3% | -0.2% | +3.7% |
| 3M | +5.7% | +9.4% | -3.7% | +1.3% |
| 6M | +15.6% | +19.6% | -4.0% | +5.8% |
| YTD | +34.9% | +21.5% | +13.4% | +22.2% |
| 1Y | +37.4% | +28.0% | +9.3% | +21.2% |
| 3Y | +74.5% | +74.9% | -0.3% | +30.4% |
| 5Y | +63.7% | +108.1% | -44.5% | +10.5% |
| 10Y | +259.1% | +251.8% | +7.3% | +76.0% |
| All | +597.4% | +666.3% | -68.9% | +128.6% |
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