+553.0%
SCHD vs CDNS
+2,754.6%
-2,201.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.6% | -7.2% | +4.6% | -0.9% |
| 30D | -0.3% | -14.3% | +14.0% | +3.1% |
| 3M | +6.1% | -27.2% | +33.3% | +13.7% |
| 6M | +11.7% | -4.5% | +16.2% | +11.1% |
| YTD | +26.3% | -9.0% | +35.3% | +26.4% |
| 1Y | +28.8% | -21.3% | +50.1% | +33.2% |
| 3Y | +55.0% | +19.6% | +35.5% | +37.7% |
| 5Y | +60.0% | +71.5% | -11.5% | +23.8% |
| 10Y | +243.1% | +1,036.6% | -793.4% | +42.3% |
| All | +553.0% | +2,754.6% | -2,201.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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