+566.6%
SCHD vs CP
+845.4%
-278.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | -2.7% | +2.4% | +0.6% |
| 30D | +3.4% | +0.2% | +3.3% | +3.3% |
| 3M | +7.6% | +2.6% | +5.1% | +6.5% |
| 6M | +12.2% | +6.0% | +6.2% | +9.3% |
| YTD | +29.0% | +24.9% | +4.0% | +18.2% |
| 1Y | +30.3% | +20.1% | +10.2% | +21.0% |
| 3Y | +56.1% | +16.4% | +39.8% | +44.5% |
| 5Y | +60.4% | +31.7% | +28.7% | +39.9% |
| 10Y | +241.3% | +223.9% | +17.4% | +119.6% |
| All | +566.6% | +845.4% | -278.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling