+60.0%
SCHD vs CLF
-47.6%
+107.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.6% | -2.7% | 0.0% | -2.4% |
| 30D | -0.3% | -3.2% | +2.9% | -0.1% |
| 3M | +6.1% | -5.0% | +11.0% | +6.1% |
| 6M | +11.7% | +26.6% | -14.9% | +7.8% |
| YTD | +26.3% | -9.0% | +35.3% | +25.7% |
| 1Y | +28.8% | +11.8% | +16.9% | +23.4% |
| 3Y | +55.0% | -15.1% | +70.1% | +47.9% |
| 5Y | +60.0% | -48.2% | +108.2% | +58.1% |
| All | +60.0% | -47.6% | +107.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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