+60.2%
SCHD vs CCI
-49.3%
+109.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -0.4% | +2.2% | -2.6% | -1.0% |
| 3M | +5.7% | -16.9% | +22.6% | +10.2% |
| 6M | +11.9% | -11.5% | +23.4% | +14.5% |
| YTD | +26.4% | -12.8% | +39.3% | +29.5% |
| 1Y | +27.6% | -17.1% | +44.7% | +32.2% |
| 3Y | +54.9% | -9.6% | +64.6% | +53.4% |
| All | +60.2% | -49.3% | +109.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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