+28.1%
SCHD vs CMS
-1.5%
+29.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -0.8% | -2.8% | +2.0% | -0.2% |
| 3M | +6.2% | -7.1% | +13.3% | +8.0% |
| 6M | +11.8% | -10.0% | +21.9% | +14.5% |
| YTD | +26.0% | -0.9% | +26.9% | +26.5% |
| 1Y | +28.1% | -2.0% | +30.1% | +29.1% |
| All | +28.1% | -1.5% | +29.7% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling