+238.6%
SCHD vs CCJ
+1,065.5%
-826.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.0% | -4.0% | +2.1% | -1.5% |
| 30D | -0.4% | -2.4% | +2.0% | -0.2% |
| 3M | +5.7% | -2.3% | +8.0% | +5.7% |
| 6M | +11.9% | -16.2% | +28.1% | +13.2% |
| YTD | +26.4% | +5.7% | +20.8% | +24.1% |
| 1Y | +27.6% | +21.3% | +6.4% | +22.3% |
| 3Y | +54.9% | +159.4% | -104.4% | +30.9% |
| 5Y | +60.9% | +300.7% | -239.7% | +24.4% |
| All | +238.6% | +1,065.5% | -826.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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