+258.1%
SCHD vs CF
+485.9%
-227.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.5% | +10.4% | -10.9% | -2.4% |
| 30D | +8.3% | +7.6% | +0.7% | +6.6% |
| 3M | +5.9% | +5.2% | +0.8% | +4.5% |
| 6M | +15.3% | -0.1% | +15.3% | +14.4% |
| YTD | +34.5% | +61.7% | -27.1% | +19.0% |
| 1Y | +37.2% | +50.3% | -13.2% | +23.1% |
| 3Y | +73.6% | +66.0% | +7.6% | +49.3% |
| 5Y | +63.7% | +114.5% | -50.8% | +25.8% |
| 10Y | +258.1% | +471.5% | -213.4% | +116.3% |
| All | +258.1% | +485.9% | -227.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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