+41.8%
SCHD vs CLS
-28.7%
+70.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.1% | +10.9% | +1.7% |
| 7D | +3.2% | -21.1% | +24.3% | +2.7% |
| 30D | +10.7% | -38.2% | +48.9% | +9.9% |
| 3M | +7.8% | -36.3% | +44.1% | +7.3% |
| 6M | +16.7% | -43.8% | +60.5% | +16.3% |
| YTD | +35.3% | -20.0% | +55.3% | +34.3% |
| 1Y | +41.8% | -29.6% | +71.4% | +40.9% |
| All | +41.8% | -28.7% | +70.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling