+553.6%
SCHD vs CRS
+1,079.3%
-525.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.0% | -6.8% | +4.8% | -0.6% |
| 30D | -0.4% | -16.1% | +15.7% | +2.9% |
| 3M | +5.7% | -21.2% | +26.9% | +10.1% |
| 6M | +11.9% | +8.7% | +3.2% | +8.5% |
| YTD | +26.4% | +41.0% | -14.5% | +15.9% |
| 1Y | +27.6% | +82.7% | -55.1% | +9.8% |
| 3Y | +54.9% | +604.8% | -549.8% | -4.2% |
| 5Y | +60.9% | +1,384.7% | -1,323.8% | -19.1% |
| 10Y | +243.4% | +1,362.3% | -1,118.9% | +54.3% |
| All | +553.6% | +1,079.3% | -525.7% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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