+54.4%
SCHD vs CG
+44.6%
+9.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -3.1% | -9.8% | +6.7% | -1.3% |
| 30D | -0.8% | -10.3% | +9.5% | +1.1% |
| 3M | +6.2% | -1.7% | +7.9% | +6.2% |
| 6M | +11.8% | -9.8% | +21.6% | +13.3% |
| YTD | +26.0% | -25.6% | +51.6% | +32.1% |
| 1Y | +28.1% | -32.5% | +60.7% | +36.8% |
| All | +54.4% | +44.6% | +9.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling