+238.6%
SCHD vs CG
+314.7%
-76.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -2.0% | -9.9% | +7.9% | +0.7% |
| 30D | -0.4% | -11.7% | +11.2% | +2.7% |
| 3M | +5.7% | -4.3% | +10.0% | +6.4% |
| 6M | +11.9% | -8.8% | +20.6% | +13.5% |
| YTD | +26.4% | -26.9% | +53.3% | +35.2% |
| 1Y | +27.6% | -35.4% | +63.0% | +40.6% |
| 3Y | +54.9% | +43.0% | +11.9% | +31.1% |
| 5Y | +60.9% | +1.9% | +59.0% | +44.2% |
| All | +238.6% | +314.7% | -76.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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