+54.8%
SCHD vs CMS
+34.5%
+20.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +6.1% | -5.4% | +11.5% | +7.8% |
| 6M | +11.7% | -10.3% | +22.0% | +15.4% |
| YTD | +26.3% | -0.2% | +26.6% | +25.9% |
| 1Y | +28.8% | -0.9% | +29.6% | +28.3% |
| All | +54.8% | +34.5% | +20.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling