+553.0%
SCHD vs CLX
+108.5%
+444.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -2.6% | -4.9% | +2.3% | -1.5% |
| 30D | -0.3% | -15.8% | +15.5% | +3.7% |
| 3M | +6.1% | -7.9% | +14.0% | +7.9% |
| 6M | +11.7% | -19.0% | +30.8% | +16.6% |
| YTD | +26.3% | -7.9% | +34.3% | +27.7% |
| 1Y | +28.8% | -25.4% | +54.1% | +36.7% |
| 3Y | +55.0% | -35.0% | +90.1% | +68.7% |
| 5Y | +60.0% | -36.8% | +96.8% | +72.2% |
| 10Y | +243.1% | -1.4% | +244.6% | +195.3% |
| All | +553.0% | +108.5% | +444.5% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling