+559.1%
SCHD vs CCL
-9.3%
+568.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.5% | -20.0% | +21.5% | +5.1% |
| 3M | +7.4% | -13.7% | +21.1% | +9.5% |
| 6M | +12.4% | -9.0% | +21.4% | +12.9% |
| YTD | +27.5% | -22.8% | +50.3% | +31.0% |
| 1Y | +30.0% | -25.3% | +55.3% | +33.7% |
| 3Y | +56.5% | +54.1% | +2.4% | +38.6% |
| 5Y | +60.7% | +3.5% | +57.2% | +43.2% |
| 10Y | +237.8% | -41.0% | +278.8% | +202.2% |
| All | +559.1% | -9.3% | +568.4% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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