+27.6%
SCHD vs CCJ
+22.0%
+5.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -2.0% | -4.0% | +2.1% | -1.9% |
| 30D | -0.4% | -2.4% | +2.0% | -0.4% |
| 3M | +5.7% | -2.3% | +8.0% | +5.8% |
| 6M | +11.9% | -16.2% | +28.1% | +12.1% |
| YTD | +26.4% | +5.7% | +20.8% | +26.7% |
| 1Y | +27.6% | +21.3% | +6.4% | +28.7% |
| All | +27.6% | +22.0% | +5.6% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling