+597.4%
SCHD vs CPB
+12.1%
+585.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | +7.1% | +19.2% | -12.1% | +2.8% |
| 3M | +5.7% | -0.9% | +6.7% | +5.6% |
| 6M | +15.6% | +15.2% | +0.3% | +11.1% |
| YTD | +34.9% | -13.1% | +48.0% | +37.9% |
| 1Y | +37.4% | -22.4% | +59.8% | +44.1% |
| 3Y | +74.5% | -35.3% | +109.8% | +88.9% |
| 5Y | +63.7% | -33.0% | +96.7% | +73.7% |
| 10Y | +259.1% | -39.2% | +298.2% | +282.5% |
| All | +597.4% | +12.1% | +585.3% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling