+238.6%
SCHD vs CRH
+253.3%
-14.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -2.0% | -6.1% | +4.1% | +0.1% |
| 30D | -0.4% | -9.3% | +8.9% | +2.7% |
| 3M | +5.7% | -15.2% | +20.9% | +11.2% |
| 6M | +11.9% | -14.2% | +26.1% | +16.4% |
| YTD | +26.4% | -28.3% | +54.7% | +39.2% |
| 1Y | +27.6% | -21.8% | +49.4% | +35.8% |
| 3Y | +54.9% | +71.6% | -16.7% | +19.3% |
| 5Y | +60.9% | +96.6% | -35.7% | +14.4% |
| All | +238.6% | +253.3% | -14.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling