+54.9%
SCHD vs CLSK
+211.4%
-156.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.2% |
| 7D | -2.0% | +7.7% | -9.7% | -2.2% |
| 30D | -0.4% | +12.2% | -12.6% | -0.9% |
| 3M | +5.7% | -15.5% | +21.2% | +6.0% |
| 6M | +11.9% | +39.3% | -27.5% | +9.7% |
| YTD | +26.4% | +35.1% | -8.6% | +23.6% |
| 1Y | +27.6% | +34.0% | -6.4% | +23.8% |
| 3Y | +54.9% | +226.3% | -171.3% | +33.2% |
| All | +54.9% | +211.4% | -156.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 3y: compounded portfolio wealth divided by compounded CLSK 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…
3y analysis · Full analysis span regression · 6 months rolling