+238.6%
SCHD vs CBRE
+407.4%
-168.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -2.0% | -5.0% | +3.0% | -0.3% |
| 30D | -0.4% | -4.7% | +4.3% | +1.0% |
| 3M | +5.7% | +6.5% | -0.8% | +3.0% |
| 6M | +11.9% | +6.1% | +5.8% | +8.7% |
| YTD | +26.4% | -12.6% | +39.1% | +30.0% |
| 1Y | +27.6% | -15.3% | +42.9% | +32.4% |
| 3Y | +54.9% | +64.6% | -9.7% | +23.4% |
| 5Y | +60.9% | +45.0% | +15.9% | +31.2% |
| All | +238.6% | +407.4% | -168.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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