+60.2%
SCHD vs CLX
-38.5%
+98.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.0% | -5.7% | +3.7% | -0.9% |
| 30D | -0.4% | -17.0% | +16.6% | +3.1% |
| 3M | +5.7% | -9.7% | +15.4% | +7.6% |
| 6M | +11.9% | -19.8% | +31.7% | +16.3% |
| YTD | +26.4% | -9.8% | +36.3% | +28.2% |
| 1Y | +27.6% | -26.2% | +53.8% | +34.5% |
| 3Y | +54.9% | -36.2% | +91.1% | +66.9% |
| All | +60.2% | -38.5% | +98.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling