+238.6%
SCHD vs CDE
+61.6%
+177.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -2.0% | -3.1% | +1.2% | -1.8% |
| 30D | -0.4% | +9.5% | -9.9% | -1.1% |
| 3M | +5.7% | +25.5% | -19.8% | +3.7% |
| 6M | +11.9% | -7.9% | +19.8% | +11.6% |
| YTD | +26.4% | +15.6% | +10.9% | +23.5% |
| 1Y | +27.6% | +34.0% | -6.4% | +22.5% |
| 3Y | +54.9% | +791.9% | -737.0% | +24.5% |
| 5Y | +60.9% | +197.7% | -136.8% | +36.3% |
| All | +238.6% | +61.6% | +177.0% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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