+234.3%
SCHD vs CLSK
-60.8%
+295.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.3% |
| 7D | -2.0% | +7.7% | -9.7% | -2.0% |
| 30D | -0.4% | +12.2% | -12.6% | -0.5% |
| 3M | +5.7% | -15.5% | +21.2% | +5.8% |
| 6M | +11.9% | +39.3% | -27.5% | +11.4% |
| YTD | +26.4% | +35.1% | -8.6% | +25.8% |
| 1Y | +27.6% | +34.0% | -6.4% | +26.8% |
| 3Y | +54.9% | +226.3% | -171.3% | +52.0% |
| 5Y | +60.9% | +6.4% | +54.6% | +57.7% |
| All | +234.3% | -60.8% | +295.1% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling