+60.8%
SCHD vs CP
+34.0%
+26.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | +6.1% | +0.1% | +6.0% | +5.9% |
| 6M | +11.7% | +7.8% | +3.9% | +8.3% |
| YTD | +26.3% | +22.9% | +3.5% | +16.4% |
| 1Y | +28.8% | +21.3% | +7.4% | +19.1% |
| 3Y | +55.0% | +20.4% | +34.7% | +40.8% |
| All | +60.8% | +34.0% | +26.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling