+566.6%
SCHD vs CLF
-74.3%
+640.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.3% | +7.6% | -7.9% | -1.0% |
| 30D | +3.4% | -1.2% | +4.6% | +3.5% |
| 3M | +7.6% | -13.4% | +21.0% | +8.5% |
| 6M | +12.2% | +15.4% | -3.3% | +9.7% |
| YTD | +29.0% | -5.9% | +34.8% | +27.9% |
| 1Y | +30.3% | +18.8% | +11.5% | +25.4% |
| 3Y | +56.1% | -19.4% | +75.6% | +51.5% |
| 5Y | +60.4% | -47.7% | +108.1% | +58.2% |
| 10Y | +241.3% | +130.4% | +110.9% | +182.7% |
| All | +566.6% | -74.3% | +640.9% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling