+54.4%
SCHD vs CIEN
+593.4%
-539.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -3.1% | +5.4% | -8.5% | -3.3% |
| 30D | -0.8% | -13.7% | +12.9% | -0.4% |
| 3M | +6.2% | -23.0% | +29.2% | +7.0% |
| 6M | +11.8% | -0.8% | +12.6% | +10.1% |
| YTD | +26.0% | +43.1% | -17.1% | +20.2% |
| 1Y | +28.1% | +157.6% | -129.5% | +15.4% |
| All | +54.4% | +593.4% | -539.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling