+566.6%
SCHD vs CPRT
+1,180.6%
-614.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.3% | +2.2% | -2.5% | -1.0% |
| 30D | +3.4% | +16.6% | -13.2% | -1.9% |
| 3M | +7.6% | +9.6% | -2.0% | +3.7% |
| 6M | +12.2% | -11.1% | +23.3% | +15.6% |
| YTD | +29.0% | -13.9% | +42.8% | +33.9% |
| 1Y | +30.3% | -32.5% | +62.8% | +46.9% |
| 3Y | +56.1% | -25.0% | +81.2% | +66.7% |
| 5Y | +60.4% | -7.4% | +67.8% | +55.2% |
| 10Y | +241.3% | +422.0% | -180.7% | +82.5% |
| All | +566.6% | +1,180.6% | -614.0% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling