+238.6%
SCHD vs CIEN
+1,531.8%
-1,293.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.2% |
| 7D | -2.0% | +8.9% | -10.8% | -3.1% |
| 30D | -0.4% | -19.1% | +18.7% | +2.1% |
| 3M | +5.7% | -21.5% | +27.2% | +8.0% |
| 6M | +11.9% | +2.8% | +9.1% | +7.7% |
| YTD | +26.4% | +49.5% | -23.0% | +13.2% |
| 1Y | +27.6% | +163.8% | -136.2% | +2.2% |
| 3Y | +54.9% | +615.8% | -560.9% | -3.2% |
| 5Y | +60.9% | +548.4% | -487.4% | -0.2% |
| All | +238.6% | +1,531.8% | -1,293.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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