+597.4%
SCHD vs CLF
-74.0%
+671.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | +2.7% | +10.4% | -7.7% | +1.8% |
| 30D | +7.1% | +0.6% | +6.6% | +6.7% |
| 3M | +5.7% | +4.1% | +1.6% | +4.7% |
| 6M | +15.6% | +15.1% | +0.5% | +12.8% |
| YTD | +34.9% | -4.7% | +39.7% | +33.0% |
| 1Y | +37.4% | +20.4% | +17.0% | +32.4% |
| 3Y | +74.5% | -23.4% | +97.9% | +69.4% |
| 5Y | +63.7% | -43.3% | +106.9% | +59.9% |
| 10Y | +259.1% | +80.5% | +178.5% | +199.7% |
| All | +597.4% | -74.0% | +671.4% | +565.2% |
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