+54.8%
SCHD vs CPRT
-28.6%
+83.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | -0.3% | +8.2% | -8.5% | -2.2% |
| 3M | +6.1% | +2.3% | +3.8% | +5.2% |
| 6M | +11.7% | -14.7% | +26.5% | +15.5% |
| YTD | +26.3% | -18.2% | +44.5% | +31.6% |
| 1Y | +28.8% | -33.4% | +62.1% | +41.6% |
| All | +54.8% | -28.6% | +83.4% | +61.7% |
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