+559.1%
SCHD vs CLS
+4,157.7%
-3,598.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.8% | -1.8% |
| 7D | -1.1% | +12.8% | -13.9% | -2.8% |
| 30D | +1.5% | +3.8% | -2.3% | +0.7% |
| 3M | +7.4% | -14.6% | +22.0% | +8.3% |
| 6M | +12.4% | +32.2% | -19.9% | +5.0% |
| YTD | +27.5% | +11.6% | +15.9% | +21.1% |
| 1Y | +30.0% | +35.1% | -5.0% | +18.0% |
| 3Y | +56.5% | +1,312.5% | -1,256.0% | -16.1% |
| 5Y | +60.7% | +3,542.1% | -3,481.4% | -32.1% |
| 10Y | +237.8% | +2,944.0% | -2,706.2% | +32.2% |
| All | +559.1% | +4,157.7% | -3,598.5% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling