+68.3%
SCHD vs CF
+57.7%
+10.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | +7.7% | +4.3% | +3.4% | +7.3% |
| 3M | +5.2% | +2.8% | +2.4% | +4.8% |
| 6M | +12.9% | +0.6% | +12.3% | +12.4% |
| YTD | +31.4% | +56.6% | -25.3% | +21.9% |
| 1Y | +37.3% | +49.6% | -12.3% | +28.2% |
| 3Y | +68.3% | +61.5% | +6.8% | +50.9% |
| All | +68.3% | +57.7% | +10.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling