+553.0%
SCHD vs CCI
+190.1%
+362.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.6% | -0.3% | -2.4% | -2.6% |
| 30D | -0.3% | +2.1% | -2.4% | -1.0% |
| 3M | +6.1% | -17.8% | +23.9% | +12.4% |
| 6M | +11.7% | -14.2% | +25.9% | +16.3% |
| YTD | +26.3% | -13.3% | +39.7% | +30.5% |
| 1Y | +28.8% | -16.6% | +45.4% | +34.4% |
| 3Y | +55.0% | -10.8% | +65.8% | +54.6% |
| 5Y | +60.0% | -50.3% | +110.4% | +93.7% |
| 10Y | +243.1% | +22.5% | +220.6% | +198.2% |
| All | +553.0% | +190.1% | +362.9% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling