+56.5%
SCHD vs CF
+76.4%
-19.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | +1.5% | +18.1% | -16.6% | -0.1% |
| 3M | +7.4% | +23.4% | -15.9% | +5.2% |
| 6M | +12.4% | +17.1% | -4.7% | +9.6% |
| YTD | +27.5% | +76.2% | -48.7% | +16.9% |
| 1Y | +30.0% | +62.3% | -32.3% | +20.4% |
| 3Y | +56.5% | +71.8% | -15.3% | +39.8% |
| All | +56.5% | +76.4% | -19.9% | +39.8% |
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