+54.9%
SCHD vs CGNX
+49.8%
+5.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | 0.0% |
| 7D | -2.0% | +3.2% | -5.1% | -2.2% |
| 30D | -0.4% | +6.0% | -6.4% | -1.0% |
| 3M | +5.7% | +3.5% | +2.2% | +4.9% |
| 6M | +11.9% | +26.3% | -14.4% | +8.3% |
| YTD | +26.4% | +79.2% | -52.8% | +15.6% |
| 1Y | +27.6% | +43.8% | -16.2% | +20.2% |
| 3Y | +54.9% | +52.0% | +3.0% | +34.9% |
| All | +54.9% | +49.8% | +5.2% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling