+237.3%
SCHD vs CP
+230.5%
+6.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -2.0% |
| 30D | -0.8% | -3.4% | +2.5% | +0.5% |
| 3M | +6.2% | -0.6% | +6.8% | +6.2% |
| 6M | +11.8% | +6.3% | +5.5% | +8.3% |
| YTD | +26.0% | +21.2% | +4.8% | +15.0% |
| 1Y | +28.1% | +20.0% | +8.1% | +17.3% |
| 3Y | +54.6% | +18.7% | +35.9% | +39.2% |
| 5Y | +60.3% | +34.8% | +25.6% | +33.2% |
| All | +237.3% | +230.5% | +6.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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