+259.6%
SCHD vs CL
+88.0%
+171.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +2.7% | +3.2% | -0.5% | +1.3% |
| 30D | +7.1% | +8.0% | -0.9% | +3.5% |
| 3M | +5.7% | +7.9% | -2.1% | +2.2% |
| 6M | +15.6% | +14.7% | +0.9% | +8.3% |
| YTD | +34.9% | +29.2% | +5.8% | +19.3% |
| 1Y | +37.4% | +29.5% | +7.8% | +21.1% |
| 3Y | +74.5% | +40.7% | +33.9% | +44.5% |
| 5Y | +63.7% | +43.9% | +19.8% | +32.4% |
| All | +259.6% | +88.0% | +171.6% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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