+74.5%
SCHD vs CPRT
-34.3%
+108.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +7.1% | +21.2% | -14.0% | +3.1% |
| 3M | +5.7% | +8.3% | -2.6% | +3.6% |
| 6M | +15.6% | -3.4% | +19.0% | +15.7% |
| YTD | +34.9% | -18.7% | +53.6% | +40.2% |
| 1Y | +37.4% | -23.5% | +60.9% | +44.9% |
| 3Y | +74.5% | -34.2% | +108.7% | +90.4% |
| All | +74.5% | -34.3% | +108.8% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling