+238.6%
SCHD vs CGNX
+193.6%
+45.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.4% |
| 7D | -2.0% | +3.2% | -5.1% | -2.6% |
| 30D | -0.4% | +6.0% | -6.4% | -1.8% |
| 3M | +5.7% | +3.5% | +2.2% | +4.0% |
| 6M | +11.9% | +26.3% | -14.4% | +4.9% |
| YTD | +26.4% | +79.2% | -52.8% | +7.5% |
| 1Y | +27.6% | +43.8% | -16.2% | +13.3% |
| 3Y | +54.9% | +52.0% | +3.0% | +30.3% |
| 5Y | +60.9% | -24.0% | +85.0% | +57.3% |
| All | +238.6% | +193.6% | +45.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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