+66.4%
SCHD vs CRBG
+117.3%
-50.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -0.4% | +2.6% | -3.0% | -1.0% |
| 3M | +5.7% | +24.0% | -18.3% | +0.6% |
| 6M | +11.9% | +50.5% | -38.6% | +1.5% |
| YTD | +26.4% | +17.1% | +9.3% | +21.1% |
| 1Y | +27.6% | +5.9% | +21.7% | +25.0% |
| 3Y | +54.9% | +122.7% | -67.8% | +21.6% |
| All | +66.4% | +117.3% | -50.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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