+390.8%
SCHD vs CNH
+36.2%
+354.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.7% | +3.0% | -0.3% | +1.7% |
| 30D | +7.1% | -0.6% | +7.7% | +7.0% |
| 3M | +5.7% | +14.6% | -8.9% | +1.0% |
| 6M | +15.6% | +11.8% | +3.8% | +10.3% |
| YTD | +34.9% | +30.4% | +4.5% | +22.5% |
| 1Y | +37.4% | +19.1% | +18.3% | +27.6% |
| 3Y | +74.5% | +30.2% | +44.3% | +54.2% |
| 5Y | +63.7% | -17.8% | +81.5% | +59.8% |
| 10Y | +259.1% | +103.9% | +155.1% | +161.9% |
| All | +390.8% | +36.2% | +354.6% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling