+294.2%
SCHD vs CFG
+396.4%
-102.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | +3.4% | -3.8% | +7.3% | +4.6% |
| 3M | +7.6% | +11.5% | -3.9% | +3.9% |
| 6M | +12.2% | +19.2% | -7.0% | +5.8% |
| YTD | +29.0% | +23.7% | +5.3% | +20.0% |
| 1Y | +30.3% | +38.8% | -8.6% | +16.6% |
| 3Y | +56.1% | +178.9% | -122.8% | +9.8% |
| 5Y | +60.4% | +101.8% | -41.4% | +21.4% |
| 10Y | +241.3% | +317.3% | -76.0% | +92.6% |
| All | +294.2% | +396.4% | -102.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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