+566.6%
SCHD vs CMS
+437.3%
+129.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +3.4% | -3.6% | +7.0% | +4.9% |
| 3M | +7.6% | -1.9% | +9.5% | +8.3% |
| 6M | +12.2% | -11.0% | +23.1% | +17.2% |
| YTD | +29.0% | +0.2% | +28.8% | +28.3% |
| 1Y | +30.3% | -1.3% | +31.6% | +30.2% |
| 3Y | +56.1% | +35.9% | +20.2% | +35.4% |
| 5Y | +60.4% | +23.1% | +37.3% | +43.1% |
| 10Y | +241.3% | +117.9% | +123.4% | +142.9% |
| All | +566.6% | +437.3% | +129.3% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling