+74.0%
SCHD vs CL
+38.6%
+35.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | +8.3% | +9.5% | -1.2% | +5.9% |
| 3M | +5.9% | +6.8% | -0.8% | +4.2% |
| 6M | +15.3% | +14.3% | +1.0% | +11.5% |
| YTD | +34.5% | +27.0% | +7.6% | +26.5% |
| 1Y | +37.2% | +26.3% | +10.9% | +29.1% |
| All | +74.0% | +38.6% | +35.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling