+559.1%
SCHD vs CCJ
+502.2%
+57.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -1.1% | +5.9% | -7.1% | -1.9% |
| 30D | +1.5% | +4.7% | -3.2% | +0.8% |
| 3M | +7.4% | -3.3% | +10.7% | +7.5% |
| 6M | +12.4% | -7.0% | +19.4% | +12.4% |
| YTD | +27.5% | +11.5% | +16.1% | +24.0% |
| 1Y | +30.0% | +32.3% | -2.3% | +22.5% |
| 3Y | +56.5% | +176.8% | -120.3% | +28.7% |
| 5Y | +60.7% | +351.8% | -291.1% | +18.5% |
| 10Y | +237.8% | +1,080.5% | -842.8% | +95.8% |
| All | +559.1% | +502.2% | +57.0% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling