+566.6%
SCHD vs CPB
+3.9%
+562.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -0.3% | -8.6% | +8.3% | +1.7% |
| 30D | +3.4% | -7.2% | +10.7% | +5.1% |
| 3M | +7.6% | +0.9% | +6.7% | +7.0% |
| 6M | +12.2% | -11.8% | +24.0% | +14.7% |
| YTD | +29.0% | -19.4% | +48.4% | +34.4% |
| 1Y | +30.3% | -30.4% | +60.7% | +40.3% |
| 3Y | +56.1% | -40.2% | +96.3% | +72.3% |
| 5Y | +60.4% | -39.5% | +99.9% | +74.8% |
| 10Y | +241.3% | -47.4% | +288.6% | +280.1% |
| All | +566.6% | +3.9% | +562.7% | +437.6% |
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