+41.8%
SCHD vs CNH
+15.2%
+26.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +3.2% | +6.5% | -3.3% | +2.5% |
| 30D | +10.7% | -12.0% | +22.6% | +12.0% |
| 3M | +7.8% | +4.4% | +3.5% | +7.0% |
| 6M | +16.7% | +15.7% | +1.0% | +13.9% |
| YTD | +35.3% | +28.2% | +7.0% | +29.5% |
| 1Y | +41.8% | +14.8% | +27.0% | +37.5% |
| All | +41.8% | +15.2% | +26.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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