+566.6%
SCHD vs CL
+173.2%
+393.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -0.3% | -2.2% | +1.9% | +0.7% |
| 30D | +3.4% | -4.8% | +8.3% | +5.8% |
| 3M | +7.6% | +4.9% | +2.7% | +4.9% |
| 6M | +12.2% | -5.7% | +17.9% | +14.5% |
| YTD | +29.0% | +14.4% | +14.6% | +19.8% |
| 1Y | +30.3% | +8.7% | +21.5% | +23.7% |
| 3Y | +56.1% | +30.0% | +26.2% | +32.6% |
| 5Y | +60.4% | +28.4% | +32.1% | +35.5% |
| 10Y | +241.3% | +50.1% | +191.2% | +159.0% |
| All | +566.6% | +173.2% | +393.4% | +246.6% |
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 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