+238.6%
SCHD vs CLS
+3,169.3%
-2,930.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.2% | -0.4% |
| 7D | -2.0% | +10.9% | -12.9% | -3.2% |
| 30D | -0.4% | +2.1% | -2.5% | -0.9% |
| 3M | +5.7% | -10.2% | +15.9% | +6.0% |
| 6M | +11.9% | +30.4% | -18.5% | +5.2% |
| YTD | +26.4% | +17.2% | +9.2% | +19.7% |
| 1Y | +27.6% | +41.0% | -13.4% | +15.7% |
| 3Y | +54.9% | +1,338.0% | -1,283.0% | -17.3% |
| 5Y | +60.9% | +3,860.6% | -3,799.6% | -34.4% |
| All | +238.6% | +3,169.3% | -2,930.7% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling