+237.3%
SCHD vs CF
+606.5%
-369.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.8% |
| 30D | -0.8% | +15.3% | -16.1% | -3.6% |
| 3M | +6.2% | +24.3% | -18.1% | +1.5% |
| 6M | +11.8% | +23.9% | -12.1% | +5.5% |
| YTD | +26.0% | +77.3% | -51.3% | +10.0% |
| 1Y | +28.1% | +58.7% | -30.6% | +14.2% |
| 3Y | +54.6% | +72.8% | -18.2% | +32.7% |
| 5Y | +60.3% | +228.8% | -168.4% | +11.6% |
| All | +237.3% | +606.5% | -369.1% | +102.1% |
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