+485.0%
SCHD vs CG
+341.4%
+143.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -1.1% | -1.3% | +0.1% | -0.9% |
| 30D | +1.5% | -3.2% | +4.7% | +2.2% |
| 3M | +7.4% | +6.2% | +1.2% | +5.4% |
| 6M | +12.4% | -4.7% | +17.0% | +12.8% |
| YTD | +27.5% | -20.6% | +48.1% | +33.1% |
| 1Y | +30.0% | -26.4% | +56.4% | +37.7% |
| 3Y | +56.5% | +55.4% | +1.1% | +32.6% |
| 5Y | +60.7% | +9.8% | +50.8% | +43.5% |
| 10Y | +237.8% | +341.4% | -103.6% | +114.8% |
| All | +485.0% | +341.4% | +143.7% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling