+553.0%
SCHD vs CIEN
+2,771.7%
-2,218.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.8% |
| 7D | -2.6% | -4.6% | +1.9% | -2.2% |
| 30D | -0.3% | -12.8% | +12.5% | +1.0% |
| 3M | +6.1% | -23.1% | +29.2% | +8.5% |
| 6M | +11.7% | +6.1% | +5.6% | +7.6% |
| YTD | +26.3% | +44.5% | -18.2% | +15.2% |
| 1Y | +28.8% | +176.6% | -147.9% | +5.5% |
| 3Y | +55.0% | +601.0% | -545.9% | +5.2% |
| 5Y | +60.0% | +509.1% | -449.1% | +8.8% |
| 10Y | +243.1% | +1,460.5% | -1,217.3% | +100.5% |
| All | +553.0% | +2,771.7% | -2,218.7% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling