+593.7%
SCHD vs CL
+203.0%
+390.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | +7.7% | +9.5% | -1.8% | +3.2% |
| 3M | +5.7% | +6.6% | -0.9% | +2.4% |
| 6M | +14.9% | +13.2% | +1.7% | +7.9% |
| YTD | +34.2% | +26.9% | +7.3% | +18.7% |
| 1Y | +36.8% | +27.6% | +9.2% | +20.5% |
| 3Y | +73.2% | +39.1% | +34.1% | +42.8% |
| 5Y | +62.8% | +41.3% | +21.5% | +31.5% |
| 10Y | +257.2% | +83.9% | +173.3% | +144.5% |
| All | +593.7% | +203.0% | +390.7% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling