+54.4%
SCHD vs CRL
+36.0%
+18.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -3.1% | -6.9% | +3.8% | -2.2% |
| 30D | -0.8% | -3.2% | +2.4% | -0.4% |
| 3M | +6.2% | +46.5% | -40.3% | +0.6% |
| 6M | +11.8% | +63.1% | -51.3% | +3.7% |
| YTD | +26.0% | +36.9% | -10.9% | +19.6% |
| 1Y | +28.1% | +78.1% | -50.0% | +16.0% |
| All | +54.4% | +36.0% | +18.4% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling