+553.6%
SCHD vs CPAY
+1,366.3%
-812.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -0.4% | -0.4% | -0.1% | -0.4% |
| 3M | +5.7% | +16.4% | -10.6% | +0.9% |
| 6M | +11.9% | +23.5% | -11.6% | +4.3% |
| YTD | +26.4% | +35.7% | -9.2% | +13.6% |
| 1Y | +27.6% | +30.2% | -2.6% | +15.7% |
| 3Y | +54.9% | +49.7% | +5.2% | +31.7% |
| 5Y | +60.9% | +56.6% | +4.4% | +32.0% |
| 10Y | +243.4% | +153.8% | +89.6% | +142.5% |
| All | +553.6% | +1,366.3% | -812.7% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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