+179.6%
SCHD vs CLBK
+64.7%
+114.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.6% | -1.5% | -1.2% | -2.2% |
| 30D | -0.3% | +6.7% | -7.0% | -2.4% |
| 3M | +6.1% | +21.2% | -15.1% | -0.5% |
| 6M | +11.7% | +42.0% | -30.3% | -0.6% |
| YTD | +26.3% | +63.3% | -36.9% | +7.0% |
| 1Y | +28.8% | +65.4% | -36.6% | +8.1% |
| 3Y | +55.0% | +52.5% | +2.6% | +29.7% |
| 5Y | +60.0% | +42.0% | +18.1% | +28.6% |
| All | +179.6% | +64.7% | +114.8% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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