+60.0%
SCHD vs CL
+27.0%
+33.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | -0.3% | -5.5% | +5.2% | +1.5% |
| 3M | +6.1% | +0.8% | +5.3% | +5.7% |
| 6M | +11.7% | -4.2% | +15.9% | +12.9% |
| YTD | +26.3% | +13.4% | +12.9% | +20.3% |
| 1Y | +28.8% | +7.1% | +21.7% | +25.0% |
| 3Y | +55.0% | +29.0% | +26.0% | +36.5% |
| 5Y | +60.0% | +28.3% | +31.7% | +39.6% |
| All | +60.0% | +27.0% | +33.0% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling