+60.3%
SCHD vs CPRT
-14.1%
+74.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.8% |
| 7D | -3.1% | -8.4% | +5.3% | -0.8% |
| 30D | -0.8% | +4.6% | -5.4% | -2.3% |
| 3M | +6.2% | -1.9% | +8.1% | +6.2% |
| 6M | +11.8% | -15.3% | +27.1% | +16.4% |
| YTD | +26.0% | -21.5% | +47.4% | +33.7% |
| 1Y | +28.1% | -36.6% | +64.8% | +45.2% |
| 3Y | +54.6% | -31.2% | +85.8% | +67.2% |
| 5Y | +60.3% | -14.1% | +74.4% | +53.1% |
| All | +60.3% | -14.1% | +74.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling