+259.6%
SCHD vs CF
+479.1%
-219.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | +4.8% | -2.1% | +1.8% |
| 30D | +7.1% | +4.7% | +2.4% | +6.1% |
| 3M | +5.7% | +7.4% | -1.7% | +3.9% |
| 6M | +15.6% | +0.6% | +15.0% | +14.6% |
| YTD | +34.9% | +64.1% | -29.2% | +18.9% |
| 1Y | +37.4% | +51.4% | -14.1% | +23.1% |
| 3Y | +74.5% | +67.8% | +6.7% | +49.8% |
| 5Y | +63.7% | +114.1% | -50.5% | +26.0% |
| All | +259.6% | +479.1% | -219.5% | +116.5% |
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