+559.1%
SCHD vs CRL
+879.6%
-320.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | -1.1% | -0.6% | -0.6% | -1.0% |
| 30D | +1.5% | +5.0% | -3.5% | +0.4% |
| 3M | +7.4% | +50.6% | -43.2% | -2.4% |
| 6M | +12.4% | +60.9% | -48.6% | -0.4% |
| YTD | +27.5% | +40.7% | -13.2% | +16.0% |
| 1Y | +30.0% | +73.3% | -43.3% | +11.9% |
| 3Y | +56.5% | +40.6% | +15.9% | +35.4% |
| 5Y | +60.7% | -37.0% | +97.7% | +67.0% |
| 10Y | +237.8% | +244.3% | -6.5% | +111.5% |
| All | +559.1% | +879.6% | -320.5% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling