+551.1%
SCHD vs CMG
+484.7%
+66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.1% | -3.8% | +0.7% | -2.6% |
| 30D | -0.8% | +12.9% | -13.7% | -2.6% |
| 3M | +6.2% | +18.8% | -12.6% | +3.1% |
| 6M | +11.8% | +4.1% | +7.8% | +10.4% |
| YTD | +26.0% | -2.4% | +28.3% | +25.4% |
| 1Y | +28.1% | -6.7% | +34.8% | +27.8% |
| 3Y | +54.6% | -7.1% | +61.7% | +52.0% |
| 5Y | +60.3% | -5.0% | +65.3% | +54.5% |
| 10Y | +242.1% | +323.5% | -81.4% | +163.9% |
| All | +551.1% | +484.7% | +66.4% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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