+553.6%
SCHD vs CMI
+781.5%
-228.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -0.4% | -12.4% | +12.0% | +4.0% |
| 3M | +5.7% | -14.8% | +20.5% | +10.6% |
| 6M | +11.9% | +0.8% | +11.1% | +9.1% |
| YTD | +26.4% | +10.2% | +16.3% | +18.5% |
| 1Y | +27.6% | +37.4% | -9.8% | +9.5% |
| 3Y | +54.9% | +153.3% | -98.3% | +3.3% |
| 5Y | +60.9% | +167.6% | -106.7% | +3.4% |
| 10Y | +243.4% | +514.4% | -270.9% | +63.4% |
| All | +553.6% | +781.5% | -228.0% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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