+238.6%
SCHD vs CNC
+99.9%
+138.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.3% |
| 3M | +5.7% | +4.5% | +1.2% | +4.6% |
| 6M | +11.9% | +85.2% | -73.3% | -0.3% |
| YTD | +26.4% | +61.4% | -35.0% | +14.6% |
| 1Y | +27.6% | +94.9% | -67.3% | +11.0% |
| 3Y | +54.9% | 0.0% | +54.9% | +46.8% |
| 5Y | +60.9% | +11.2% | +49.7% | +45.4% |
| All | +238.6% | +99.9% | +138.7% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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