+566.6%
SCHD vs CF
+570.7%
-4.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -0.3% | +6.0% | -6.3% | -1.3% |
| 30D | +3.4% | +14.8% | -11.4% | +0.8% |
| 3M | +7.6% | +14.1% | -6.4% | +4.8% |
| 6M | +12.2% | +28.5% | -16.4% | +5.6% |
| YTD | +29.0% | +74.9% | -46.0% | +14.3% |
| 1Y | +30.3% | +61.7% | -31.4% | +17.0% |
| 3Y | +56.1% | +80.3% | -24.2% | +35.0% |
| 5Y | +60.4% | +226.0% | -165.5% | +18.2% |
| 10Y | +241.3% | +569.9% | -328.6% | +112.5% |
| All | +566.6% | +570.7% | -4.1% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling