+60.3%
SCHD vs CBRE
+39.8%
+20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -3.1% | -7.2% | +4.1% | -1.0% |
| 30D | -0.8% | -6.4% | +5.6% | +0.9% |
| 3M | +6.2% | +2.9% | +3.3% | +4.9% |
| 6M | +11.8% | +2.5% | +9.3% | +10.2% |
| YTD | +26.0% | -14.2% | +40.1% | +29.8% |
| 1Y | +28.1% | -15.1% | +43.3% | +32.3% |
| 3Y | +54.6% | +61.9% | -7.3% | +25.1% |
| 5Y | +60.3% | +42.4% | +17.9% | +30.3% |
| All | +60.3% | +39.8% | +20.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling