+237.3%
SCHD vs CPRT
+392.8%
-155.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.0% |
| 7D | -3.1% | -8.4% | +5.3% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -2.6% |
| 3M | +6.2% | -1.9% | +8.1% | +6.1% |
| 6M | +11.8% | -15.3% | +27.1% | +17.2% |
| YTD | +26.0% | -21.5% | +47.4% | +35.0% |
| 1Y | +28.1% | -36.6% | +64.8% | +47.9% |
| 3Y | +54.6% | -31.2% | +85.8% | +69.8% |
| 5Y | +60.3% | -14.1% | +74.4% | +58.0% |
| All | +237.3% | +392.8% | -155.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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