+54.9%
SCHD vs CRH
+70.5%
-15.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.0% | -6.1% | +4.1% | -0.8% |
| 30D | -0.4% | -9.3% | +8.9% | +1.4% |
| 3M | +5.7% | -15.2% | +20.9% | +9.0% |
| 6M | +11.9% | -14.2% | +26.1% | +14.6% |
| YTD | +26.4% | -28.3% | +54.7% | +34.2% |
| 1Y | +27.6% | -21.8% | +49.4% | +32.5% |
| 3Y | +54.9% | +71.6% | -16.7% | +34.6% |
| All | +54.9% | +70.5% | -15.6% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling