+597.4%
SCHD vs CI
+662.1%
-64.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | +7.1% | +2.6% | +4.6% | +6.4% |
| 3M | +5.7% | +7.4% | -1.7% | +3.6% |
| 6M | +15.6% | -0.1% | +15.7% | +15.1% |
| YTD | +34.9% | +9.7% | +25.2% | +30.5% |
| 1Y | +37.4% | +12.1% | +25.2% | +32.0% |
| 3Y | +74.5% | +7.0% | +67.5% | +64.8% |
| 5Y | +63.7% | +49.7% | +14.0% | +37.3% |
| 10Y | +259.1% | +147.2% | +111.9% | +155.5% |
| All | +597.4% | +662.1% | -64.7% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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