+238.6%
SCHD vs CRL
+256.1%
-17.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.0% | -3.5% | +1.6% | -1.2% |
| 30D | -0.4% | -2.1% | +1.7% | 0.0% |
| 3M | +5.7% | +48.0% | -42.2% | -3.6% |
| 6M | +11.9% | +64.7% | -52.9% | -1.4% |
| YTD | +26.4% | +39.5% | -13.1% | +15.2% |
| 1Y | +27.6% | +74.2% | -46.6% | +9.6% |
| 3Y | +54.9% | +39.4% | +15.6% | +34.2% |
| 5Y | +60.9% | -36.9% | +97.8% | +70.6% |
| All | +238.6% | +256.1% | -17.4% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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