+259.6%
SCHD vs CMS
+140.2%
+119.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | +7.1% | +6.2% | +1.0% | +4.5% |
| 3M | +5.7% | +0.6% | +5.1% | +5.4% |
| 6M | +15.6% | -1.8% | +17.3% | +16.1% |
| YTD | +34.9% | +3.8% | +31.1% | +32.1% |
| 1Y | +37.4% | -1.8% | +39.1% | +37.6% |
| 3Y | +74.5% | +39.8% | +34.7% | +48.7% |
| 5Y | +63.7% | +37.1% | +26.6% | +38.5% |
| All | +259.6% | +140.2% | +119.4% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling