+238.6%
SCHD vs CPB
-45.3%
+283.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -0.4% | -7.1% | +6.7% | +0.9% |
| 3M | +5.7% | -6.0% | +11.8% | +6.7% |
| 6M | +11.9% | -5.3% | +17.1% | +12.5% |
| YTD | +26.4% | -20.8% | +47.3% | +31.5% |
| 1Y | +27.6% | -33.8% | +61.5% | +37.5% |
| 3Y | +54.9% | -43.7% | +98.7% | +71.0% |
| 5Y | +60.9% | -40.7% | +101.7% | +74.4% |
| All | +238.6% | -45.3% | +283.9% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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