+363.9%
SCHD vs CNH
+55.5%
+308.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | +0.3% |
| 7D | -1.1% | +8.8% | -9.9% | -3.5% |
| 30D | +1.5% | +24.7% | -23.2% | -4.6% |
| 3M | +7.4% | +27.3% | -19.9% | -0.1% |
| 6M | +12.4% | +23.2% | -10.8% | +4.7% |
| YTD | +27.5% | +48.9% | -21.4% | +12.5% |
| 1Y | +30.0% | +19.4% | +10.6% | +21.4% |
| 3Y | +56.5% | +7.8% | +48.7% | +46.6% |
| 5Y | +60.7% | +8.7% | +51.9% | +46.0% |
| 10Y | +237.8% | +149.5% | +88.2% | +136.4% |
| All | +363.9% | +55.5% | +308.3% | +236.5% |
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 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